Title of article :
Estimation of the hazard rate function in the presence of measurement errors
Author/Authors :
Nasiri ، Parviz University of Payam Noor , Kheirazar ، Roghaieh University of Payam Noor , Rasouli ، Abbas Department of Statistics - Faculty of Sciences - University of Zanjan , Shadrokh ، Ali University of Payam Noor
Abstract :
In this article, according to the importance of the hazard rate function criterion in the evaluation of statistical distributions, its estimation methods are presented. Here, we suggest estimators for the hazard rate function. First, we use the standard deconvolution kernel density estimator and suggest a plug-in estimator. In the following we investigate asymptotic behavior of our estimator. For another estimator, we construct the new estimation the hazard rate function according plug-in and CDF. Finally, we consider the performance of the suggested estimators by simulation.
Keywords :
Hazard Rate Function , Additive Measurement Errors , Standard Deconvolution Kernel Density estimator , Mean Square Error , Local Polynomial Estimator
Journal title :
Journal of Mathematics and Modeling in Finance
Journal title :
Journal of Mathematics and Modeling in Finance