Penalized Likelihood Estimation of Hazard and Intensity Functions
提出用惩罚似然方法非参数估计危险函数，得到连续且一阶导数仅在有限点间断的双曲样条函数，并推广到非平稳泊松过程的强度函数估计。
SUMMARY A nonparametric estimate is proposed for the hazard function using penalized likelihood methods. The estimate turns out to be a hyperbolic spline function which is continuous with its first derivative discontinuous only at a finite number of points. It always assumes positive values, unlike Anderson and Senthilselvan’s (1980) quadratic spline estimate. This method is modified for the estimation of the intensity function of a nonstationary Poisson process. An example is given for comparison of the new estimator with the estimator of Anderson and Senthilselvan (1980).