NP.M.Estimate {NPHazardRate}

Estimate of bandwidth constant

Description

Calculation of the contant term in the AMISE plugin bandwidth rule PlugInBand.

Usage

NP.M.Estimate(xin, cens, xout) 

Arguments

xin

A vector of data points

xout

The point at which the estimates should be calculated.

cens

Censoring Indicators.

Details

Approximates the term

$M = \int_0^T \frac{ \lambda_T(x) }{1-F(x)} \,dx$

which is needed in the optimal AMISE bandwidth expression of PlugInBand. The integrand

$\frac{\lambda_T(x)}{1-F(x)}\,dx$

is calculated by HRSurv and integration is performed via the extended Simpson's numerical integration rule (SimpsonInt).

Value

A scalar with the value of the constant.

References

Hua, Patil and Bagkavos, An $L_1$ analysis of a kernel-based hazard rate estimator, Australian and New Zealand J. Statist., (60), 43-64, (2018).