Gifford, J.A.; Gijbels, I.; Hall, P.; Huang, L.-S. - Catholique de Louvain - Institut de statistique - 1999
We show how to smoothly 'monotonise" standard kernel estimators of hazard rate using bootstrap weights. Our method takes a variety of forms, depending on the choice of kernel estimator and on the distance function used to defie a certain constrained optimisation problem.