Some bounds for the error of an estimator of the hazard function with censored data

This paper considers the estimator of the hazard function with censored data due to Diehl and Stute [1988, Kernel density and hazard function estimation in the presence of censoring. J. Multivariate Anal. 25, 299-310] Counting process martingal techniques are used to obtain three bounds for the error of the estimator considered, a mean-square bound, a probability bound and an bound of L-1-error. (C) 1999 Elsevier Science B.V. All rights reserved.Statistics & ProbabilitySCI(E)4ARTICLE4319-3264