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Hazard Rate Function Estimation Using Weibull Kernel

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http://www.scirp.org/journal/PaperInformation.aspx?PaperID=50252#.VDNPhFfHRK0

In this paper, we define the Weibull kernel and use it to nonparametric estimation of the probability density function (pdf) and the hazard rate function for independent and identically distributed (iid) data. The bias, variance and the optimal bandwidth of the proposed estimator are investigated. Moreover, the asymptotic normality of the proposed estimator is investigated. The performance of the proposed estimator is tested using simulation study and real data.
Cite this paper
Salha, R. , El Shekh Ahmed, H. and Alhoubi, I. (2014) Hazard Rate Function Estimation Using Weibull Kernel. Open Journal of Statistics, 4, 650-661. doi: 10.4236/ojs.2014.48061. 
 

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http://dx.doi.org/10.1023/A:1004165218295                    eww141007lx
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