Model selection for hazard rate estimation in presence of censoring |
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Authors: | Sandra Plancade |
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Institution: | (1) Department of Industrial Engineering, Hanyang University, Ansan, 426-791, South Korea |
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Abstract: | This note presents an estimator of the hazard rate function based on right censored data. A collection of estimators is built from a regression-type contrast, in a general collection of linear models. Then, a penalised model selection procedure provides an estimator which satisfies an oracle inequality. In particular, we can prove that it is adaptive in the minimax sense on Hölder spaces. |
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