TITLE:
Hazard Rate Function Estimation Using Weibull Kernel
AUTHORS:
Raid B. Salha, Hazem I. El Shekh Ahmed, Iyad M. Alhoubi
KEYWORDS:
Weibull Kernel, Hazard Rate Function, Kernel Estimation, Asymptotic Normality
JOURNAL NAME:
Open Journal of Statistics,
Vol.4 No.8,
September
30,
2014
ABSTRACT: In this paper, we define the Weibull kernel and use it to nonparametric estimation of the probability density function (pdf) and the hazard rate function for independent and identically distributed (iid) data. The bias, variance and the optimal bandwidth of the proposed estimator are investigated. Moreover, the asymptotic normality of the proposed estimator is investigated. The performance of the proposed estimator is tested using simulation study and real data.