2026-04-04T01:22:07Zhttps://recercat.cat/oai/request

oai:recercat.cat:2445/2191032025-12-05T05:48:45Zcom_2072_1057col_2072_478808col_2072_478917

00925njm 22002777a 4500 dc Bagkavos, Dimitrios author Guillén, Montserrat author Nielsen, Jens Perch author 2025-02-21T13:14:53Z 2025-07-31T05:10:15Z 2024-12-01 2025-02-21T13:14:53Z The present research provides two methodological advances, simulation evidence and a real data analysis, all contributing to the area of local linear survival function estimation and bandwidth selection. The first contribution is the development of a double smoothed local linear survival function estimator which admits an arbitrary number of covariates and the analytic establishment of its asymptotic properties. The second contribution is the efficient implementation of the estimator in practice. This is achieved by developing an automatic plug-in smoothing parameter selector which optimizes the estimator’s performance in all coordinate directions. (.../...) Risc de crèdit Estimació d'un paràmetre Estadística no paramètrica Mètodes de simulació Credit risk Parameter estimation Nonparametric statistics Simulation methods Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates