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Nonparametric Hazard Estimation


Estimates a hazard function from right-censored data using kernel-based methods. Options include three types of bandwidth functions, three types of boundary correction, and four shapes for the kernel function. Uses the global and local bandwidth selection algorithms and the boundary kernel formulations described in Mueller and Wang (1994). The nearest neighbor bandwidth formulation is based on that described in Gefeller and Dette (1992). The statistical properties of many of these estimators are reported and compared in Hess et al (1999). Based on the HADES program developed by H.G. Mueller.

Contact: Ken Hess


H.G. Mueller and J.L. Wang - Hazard Rates Estimation Under Random Censoring with Varying Kernels and Bandwidths, Biometrics 50, 61-76, March 1994

Gefeller and H. Dette - Nearest Neighbour Kernel Estimation of the Hazard Function From Censored Data, J. Statist. Comput. Simul., Vol.43, 1992, 93-101

Hess, K., Serachitopol, D., and Brown, B. W."Hazard Function Estimators: A Simulation Study'", Statistics in Medicine 18:3075-3088, 1999.

Software developed by Dan Serachitopol

Language: S-PLUS; includes C and Fortran code