Opuscula Math. 29, no. 3 (2009), 229-251
http://dx.doi.org/10.7494/OpMath.2009.29.3.229
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.
- Anna Dudek
- AGH University of Science and Technology, Faculty of Applied Mathematics, al. Mickiewicza 30, 30-059 Krakow, Poland
- Received: 2008-10-02.
- Revised: 2009-03-22.
- Accepted: 2009-04-06.
