Kernel estimation of relative risk

Julia E. Kelsall, Peter J. Diggle

Research output: Contribution to journalArticlepeer-review

Abstract

Estimation of a relative risk function using a ratio of two kernel density estimates is considered, concentrating on the problem of choosing the smoothing parameters. A cross-validation method is proposed, compared with a range of other methods and found to be an improvement when the actual risk is close to constant. In particular, theoretical and empirical comparisons demonstrate the advantage of choosing the smoothing parameters jointly. The methodology was motivated by a class of problems in environmental epidemiology, and an application in this area is described.

Original languageEnglish (US)
Pages (from-to)3-16
Number of pages14
JournalBernoulli
Volume1
Issue number1-2
DOIs
StatePublished - 1995
Externally publishedYes

Keywords

  • Cross-validation
  • Epidemiology
  • Kernel density estimation
  • Smoothing parameters

ASJC Scopus subject areas

  • Statistics and Probability

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