Opuscula Mathematica
Opuscula Math. 29, no. 3 (), 229-251
Opuscula Mathematica

Smoothed estimator of the periodic hazard function

Abstract. A smoothed estimator of the periodic hazard function is considered and its asymptotic probability distribution and bootstrap simultaneous confidence intervals are derived. Moreover, consistency of the bootstrap method is proved and some applications of the developed theory are presented. The bootstrap method is based on the phase-consistent resampling scheme developed in Dudek and Leśkow [A. Dudek, J. Leśkow, Bootstrap algorithm in periodic multiplicative intensity model, to appear].
Keywords: bootstrap, consistency, multiplicative intensity model, periodic hazard function.
Mathematics Subject Classification: 62G09, 62G07, 60G55.
Cite this article as:
Anna Dudek, Smoothed estimator of the periodic hazard function, Opuscula Math. 29, no. 3 (2009), 229-251, http://dx.doi.org/10.7494/OpMath.2009.29.3.229
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ISSN 1232−9274, e-ISSN 2300−6919, DOI https://doi.org/10.7494/OpMath
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