Title: Asymptotic Properties of Hazard Rate Estimator in Censored Linear Regression
Author(s): Fuxia Cheng
Pages: 1 -- 12
We consider nonparametric inference for error hazard rates in linear regression with right censored data. The estimator for hazard rate function is defined based on the kernel-smoothed estimator of error density, which makes use of the Kaplan-Meier estimator of the error distribution. We obtain the limit distribution for the maximum deviation of the hazard rate estimator.