M. C. Jones

The Open University

Professor

Walton Hall

Milton Keynes, MK6 7AA

United Kingdom

SCHOLARLY PAPERS

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12

Scholarly Papers (1)

1.

Local Linear Density Estimation for Filtered Survival Data, with Bias Correction

Centre for Analytical Finance Working Paper No. 185
Number of pages: 38 Posted: 11 Dec 2004
City University London - Cass Business School, affiliation not provided to SSRN and The Open University
Downloads 174 (170,035)
Citation 12

Abstract:

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Aalen's multiplicative model, additive bias correction, censoring, counting processes, exposure robustness, kernel density estimation, multiplicative bias correction, old age mortality