A Comprehensive Analysis of MSE in Estimating Conditional Hazard Functions: A Local Linear, Single Index Approach for MAR Scenarios
Abderrahmane Belguerna,
Hamza Daoudi,
Khadidja Abdelhak
et al.
Abstract:In unveiling the non-parametric estimation of the conditional hazard function through the local linear method, our study yields key insights into the method’s behavior. We present rigorous analyses demonstrating the mean square convergence of the estimator, subject to specific conditions, within the realm of independent observations with missing data. Furthermore, our contributions extend to the derivation of expressions detailing both bias and variance of the estimator. Emphasizing the practical implications,… Show more
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