Nonparametric hazard estimation with time-varying discrete covariates
将传统单样本累积风险函数的非参数估计扩展到时变离散协变量情形,证明了估计量的一致性和渐近正态性,并推导了渐近标准误,数值结果表明估计量表现良好。
The traditional one-sample nonparametric estimator of the cumulative hazard function is extended to allow for time-varying discrete covariates. A proof for the consistency and asymptotic normality of the estimator, as well as a derivation of the asymptotic standard error, is provided. Numerical results show that the estimator performs reasonably well.