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Abstract

The hazard function constitutes an important characteristic of the duration models, in particular when used for reliability. The non-parametric estimation of such a function allows the development of a useful identification instrument. However, its properties, with regard to bias, variance and confidence intervals, obtained in this type of approach are of an asymptotic nature. The present work aims to study the behaviour of such estimators at a finite state, using bootstrap re-sampling methods.

Additional information

Authors: LEGER L, Università di Udine, Facoltà di Scienze Economiche e Bancarie, Udine (IT)
Bibliographic Reference: EUR 13468 FR (1991) 11 pp., MF, ECU 4, blow-up copy ECU 5
Availability: (2)
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