Weißbach, Rafael; Poniatowski, Wladislaw; Krämer, Walter - In: AStA Advances in Statistical Analysis 97 (2013) 1, pp. 33-47
Duration data often suffer from both left-truncation and right-censoring. We show how both deficiencies can be overcome at the same time when estimating the hazard rate nonparametrically by kernel smoothing with the nearest-neighbor bandwidth. Smoothing Turnbull’s estimator of the cumulative...