TITLE:
Estimation of Hazard Function for Censoring Random Variable by Using Wavelet Decomposition and Evaluation of MISE, AMSE with Simulation
AUTHORS:
Mahmoud Afshari, Saeed Tahmasebi
KEYWORDS:
Wavelet; Estimator; Censoring Random Variable; Mean Square Integral Error; Average Mean Square Error; Simulation
JOURNAL NAME:
Journal of Data Analysis and Information Processing,
Vol.2 No.1,
February
26,
2014
ABSTRACT:
Wavelet analysis is one of the mostly new methods of pure and applied mathematics science. In this paper, we use the wavelet method to estimate the hazard function for censoring random variable. We consider the convergence ratio of given estimator. Also we present the simulation in order to test purpose estimator by calculating the mean integrated squared error (MISE) and average mean squared error (AMSE).