A New Look at the Visual Performance of Nonparametric Hazard Rate Estimators

Fuente: arXiv
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Main Authors: Gefeller, Olaf, Hjort, Nils Lid
Format: Preprint
Published: 2026
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author Gefeller, Olaf
Hjort, Nils Lid
author_facet Gefeller, Olaf
Hjort, Nils Lid
contents Nonparametric curve estimation by kernel methods has attracted widespread interest in theoretical and applied statistics. One area of conflict between theory and application relates to the evaluation of the performance of the estimators. Recently, Marron and Tsybakov (1995) proposed {\it visual error criteria} for addressing this issue of controversy in density estimation. Their core idea consists in using integrated alternatives to the Hausdorff distance for measuring the closeness of two sets based onthe Euclidean distance. In this paper, we transfer these ideas to hazard rate estimation from censored data. We are able to derive similar results that help to understand when the application of the new criteria will lead to answers that differ from those given by the conventional approaches.
format Preprint
id arxiv_https___arxiv_org_abs_2603_00794
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle A New Look at the Visual Performance of Nonparametric Hazard Rate Estimators
Gefeller, Olaf
Hjort, Nils Lid
Statistics Theory
Nonparametric curve estimation by kernel methods has attracted widespread interest in theoretical and applied statistics. One area of conflict between theory and application relates to the evaluation of the performance of the estimators. Recently, Marron and Tsybakov (1995) proposed {\it visual error criteria} for addressing this issue of controversy in density estimation. Their core idea consists in using integrated alternatives to the Hausdorff distance for measuring the closeness of two sets based onthe Euclidean distance. In this paper, we transfer these ideas to hazard rate estimation from censored data. We are able to derive similar results that help to understand when the application of the new criteria will lead to answers that differ from those given by the conventional approaches.
title A New Look at the Visual Performance of Nonparametric Hazard Rate Estimators
topic Statistics Theory
url https://arxiv.org/abs/2603.00794