Nielsen, Jens Perch; Tanggaard, Carsten; Jones, M. C. - Ehrvervøkonomisk Institut, Institut for Økonomi - 2003
A class of local linear kernel density estimators based on weighted least squares kernel estimation is considered within the framework of Aalen's multiplicative intensity model. This model includes the filtered data model that, in turn, allows for truncation and/or censoring in addition to...