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Estimation of the hazard rate function in the presence of measurement errors | ||
| Journal of Mathematics and Modeling in Finance | ||
| دوره 3، شماره 1، آذر 2023، صفحه 49-66 | ||
| نوع مقاله: Research Article | ||
| شناسه دیجیتال (DOI): 10.22054/jmmf.2023.72868.1084 | ||
| نویسندگان | ||
| Parviz Nasiri* 1؛ Roghaieh Kheirazar1؛ Abbas Rasouli2؛ Ali Shadrokh1 | ||
| 1University of Payam Noor, Tehran, Iran | ||
| 2Department of Statistics, Faculty of Sciences, University of Zanjan, Zanjan, Iran | ||
| چکیده | ||
| 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. Mean square error of estimators λˆ(t, p), λˆ(t) and λˆ c(t) present in tables 1 till 6. | ||
| کلیدواژهها | ||
| Hazard Rate Function؛ Additive Measurement Errors؛ Standard Deconvolution Kernel Density estimator؛ Mean Square Error؛ Local Polynomial Estimator | ||
| مراجع | ||
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