Estimation of the hazard rate function in the presence of measurement errors
In this article, according to the importance of the hazard rate function criterion in theevaluation of statistical distributions, its estimation methods are presented. Here, we suggestestimators for the hazard rate function. First, we use the standard deconvolution kerneldensity estimator and sugges...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Allameh Tabataba'i University Press
2023-09-01
|
| Series: | Mathematics and Modeling in Finance |
| Subjects: | |
| Online Access: | https://jmmf.atu.ac.ir/article_16141_8d4a6fb540f82f1bfd090dc3911d9a05.pdf |
| Summary: | In this article, according to the importance of the hazard rate function criterion in theevaluation of statistical distributions, its estimation methods are presented. Here, we suggestestimators for the hazard rate function. First, we use the standard deconvolution kerneldensity estimator and suggest a plug-in estimator. In the following we investigate asymptoticbehavior of our estimator. For another estimator, we construct the new estimation thehazard rate function according plug-in and CDF. Finally, we consider the performance ofthe suggested estimators by simulation. Mean square error of estimators λˆ(t, p), λˆ(t) and λˆc(t) present in tables 1 till 6. |
|---|---|
| ISSN: | 2783-0578 2783-056X |