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Multiplicative Bias Correction in Kernel Hazard Estimation
Author(s) -
Nielson Jens Perch
Publication year - 1998
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/1467-9469.00119
Subject(s) - mathematics , multiplicative function , statistics , kernel (algebra) , kernel density estimation , econometrics , estimation , estimator , mathematical analysis , combinatorics , management , economics
A multiplicative bias reducing technique is introduced for kernel hazard estimation. Similar methods were introduced by Linton & Nielsen (1994) in non‐parametric regression and Jones et al . (1995) in non‐parametric density estimation. A simulation study indicates good performance of the method. An application is provided on the development of Danish mortality.