1997
DOI: 10.2307/2965405
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A Semiparametric Approach to Hazard Estimation With Randomly Censored Observations

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“…To get the best of both worlds, a compromise between parametric and nonparametric estimators can be obtained by computing a new estimator defined as a data‐driven weighted sum of parametric and nonparametric estimators. Such estimators have, for example, been applied to density and hazard estimation, mixed models, and more recently to a dose‐response setting . The latter work presents a strategy to estimate the mixing parameter and shows that the resulting estimator has appropriate asymptotic properties: It converges to the parametric estimator when the prespecified parametric model is identical to the data‐generating mechanism, whereas it converges to the nonparametric estimator under model misspecification, ie, when the prespecified model is not correctly describing the underlying data‐generating mechanism.…”
Section: Introductionmentioning
confidence: 99%
“…To get the best of both worlds, a compromise between parametric and nonparametric estimators can be obtained by computing a new estimator defined as a data‐driven weighted sum of parametric and nonparametric estimators. Such estimators have, for example, been applied to density and hazard estimation, mixed models, and more recently to a dose‐response setting . The latter work presents a strategy to estimate the mixing parameter and shows that the resulting estimator has appropriate asymptotic properties: It converges to the parametric estimator when the prespecified parametric model is identical to the data‐generating mechanism, whereas it converges to the nonparametric estimator under model misspecification, ie, when the prespecified model is not correctly describing the underlying data‐generating mechanism.…”
Section: Introductionmentioning
confidence: 99%