The purpose of this study is to thoroughly discuss kernel hazard function estimation, both
in the complete sample case as well as in the presence of random right censoring. Most of
the focus is on the very important task of automatic bandwidth selection. Two existing
selectors, least–squares cross validation as described by Patil (1993a) and Patil (1993b), as
well as the bootstrap bandwidth selector of Gonzalez–Manteiga, Cao and Marron (1996) will
be discussed. The bandwidth selector of Hall and Robinson (2009), which uses bootstrap
aggregation (or 'bagging'), will be extended to and evaluated in the setting of kernel hazard
rate estimation. We will also make a simple proposal for a bootstrap bandwidth selector.
The performance of these bandwidth selectors will be compared empirically in a simulation
study. The findings and conclusions of this study are reported. / Thesis (M.Sc. (Statistics))--North-West University, Potchefstroom Campus, 2011.
| Identifer | oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:nwu/oai:dspace.nwu.ac.za:10394/6530 |
| Date | January 2011 |
| Creators | Van Vuuren, Stefan Jansen |
| Publisher | North-West University |
| Source Sets | South African National ETD Portal |
| Detected Language | English |
| Type | Thesis |
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