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: | , , , |
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| Format: | Article |
| Language: | English |
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Allameh Tabataba'i University Press
2023-09-01
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| Series: | Mathematics and Modeling in Finance |
| Subjects: | |
| Online Access: | https://jmmf.atu.ac.ir/article_16141_8d4a6fb540f82f1bfd090dc3911d9a05.pdf |
| _version_ | 1797386705147265024 |
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| author | Parviz Nasiri Roghaieh Kheirazar Abbas Rasouli Ali Shadrokh |
| author_facet | Parviz Nasiri Roghaieh Kheirazar Abbas Rasouli Ali Shadrokh |
| author_sort | Parviz Nasiri |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-03-08T22:14:10Z |
| format | Article |
| id | doaj.art-5ceaf71caed046e4a5f5e7bd2e8d6cd4 |
| institution | Directory Open Access Journal |
| issn | 2783-0578 2783-056X |
| language | English |
| last_indexed | 2024-03-08T22:14:10Z |
| publishDate | 2023-09-01 |
| publisher | Allameh Tabataba'i University Press |
| record_format | Article |
| series | Mathematics and Modeling in Finance |
| spelling | doaj.art-5ceaf71caed046e4a5f5e7bd2e8d6cd42023-12-19T05:16:31ZengAllameh Tabataba'i University PressMathematics and Modeling in Finance2783-05782783-056X2023-09-0131496610.22054/jmmf.2023.72868.108416141Estimation of the hazard rate function in the presence of measurement errorsParviz Nasiri0Roghaieh Kheirazar1Abbas Rasouli2Ali Shadrokh3University of Payam Noor, Tehran, IranUniversity of Payam Noor, Tehran, IranDepartment of Statistics, Faculty of Sciences, University of Zanjan, Zanjan, IranUniversity of Payam Noor, Tehran, IranIn 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.https://jmmf.atu.ac.ir/article_16141_8d4a6fb540f82f1bfd090dc3911d9a05.pdfhazard rate functionadditive measurement errorsstandard deconvolution kernel density estimatormean square errorlocal polynomial estimator |
| spellingShingle | Parviz Nasiri Roghaieh Kheirazar Abbas Rasouli Ali Shadrokh Estimation of the hazard rate function in the presence of measurement errors Mathematics and Modeling in Finance hazard rate function additive measurement errors standard deconvolution kernel density estimator mean square error local polynomial estimator |
| title | Estimation of the hazard rate function in the presence of measurement errors |
| title_full | Estimation of the hazard rate function in the presence of measurement errors |
| title_fullStr | Estimation of the hazard rate function in the presence of measurement errors |
| title_full_unstemmed | Estimation of the hazard rate function in the presence of measurement errors |
| title_short | Estimation of the hazard rate function in the presence of measurement errors |
| title_sort | estimation of the hazard rate function in the presence of measurement errors |
| topic | hazard rate function additive measurement errors standard deconvolution kernel density estimator mean square error local polynomial estimator |
| url | https://jmmf.atu.ac.ir/article_16141_8d4a6fb540f82f1bfd090dc3911d9a05.pdf |
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