NP.M.Estimate: Estimate of bandwidth constant

In NPHazardRate: Nonparametric Hazard Rate Estimation

Description

Calculation of the contant term in the AMISE plugin bandwidth rule PlugInBand.

Usage

NP.M.Estimate(xin, cens, xout) 

Arguments

xin	A vector of data points
xout	The point at which the estimates should be calculated.
cens	Censoring Indicators.

Details

Approximates the term

M = \int_0^T \frac{ λ_T(x) }{1-F(x)} \,dx

which is needed in the optimal AMISE bandwidth expression of PlugInBand. The integrand

\frac{λ_T(x)}{1-F(x)}\,dx

is calculated by HRSurv and integration is performed via the extended Simpson's numerical integration rule (SimpsonInt).

Value

A scalar with the value of the constant.

References

Hua, Patil and Bagkavos, An $L_1$ analysis of a kernel-based hazard rate estimator, Australian and New Zealand J. Statist., (60), 43-64, (2018).

NPHazardRate documentation built on May 2, 2019, 10:24 a.m.