Seminar Details

Seminar Details


Oct 8

3:30 pm

Nonparametric Estimation of a Convex Bathtub-Shaped Hazard Function

Hanna Jankowski


University of Washington - Department of Statistics

In the analysis of lifetime data, a key object of interest is the hazard function, or instantaneous failure rate. One natural assumption is that the hazard is bathtub, or U-shaped (i.e. first decreasing, then increasing). In particular, this is often the case in reliability engineering or human mortality.

In this talk I will discuss the nonparametric MLE and LSE of the hazard function under the additional assumption that it is also convex. These estimators are consistent and converge locally at a rate of n^{2/5}. Both iid sampling and iid sampling under right censoring will be considered.

This is joint work with Jon Wellner.