2026-04-04T01:22:26Zhttps://recercat.cat/oai/requestoai:recercat.cat:2445/2191032025-12-05T05:48:45Zcom_2072_1057col_2072_478808col_2072_478917
RECERCAT
author
Bagkavos, Dimitrios
author
Guillén, Montserrat
author
Nielsen, Jens Perch
2025-02-21T13:14:53Z2025-07-31T05:10:15Z2024-12-012025-02-21T13:14:53Z
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. (.../...)
(c) Springer Verlag, 2024 info:eu-repo/semantics/openAccess
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
info:eu-repo/semantics/article info:eu-repo/semantics/acceptedVersion