In this article, we consider the problem of nonparametric hazard rate estimation in the presence of right-censored observations. We provide a generalized risk bound for a regression-type nonparametric estimator of the hazard function of interest. Under adequate integrability conditions, our bound is a generalization of estimation strategies specific to compactly supported bases to bases that are not necessarily compactly supported. We show that it encompasses previous compact-support results and interestingly represents hazard rates as combinations of gamma functions. We discuss the model selection method, which comes out from the new terms of the risk bounds, and compare the performance of the new estimator to that of previous ones, when using a noncompact Laguerre basis. A real data example is also presented.

中文翻译：

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具有非紧凑支持基础的风险回归

在本文中，我们考虑存在右删失观测值时的非参数风险率估计问题。我们为感兴趣的风险函数的回归型非参数估计量提供了一个广义风险界限。在足够的可积性条件下，我们的界限是将特定于紧支持基的估计策略推广到不一定紧支持的基。我们表明它包含了以前的紧凑支持结果，并且有趣地将危险率表示为伽马函数的组合。我们讨论了模型选择方法，该方法来自新的风险界限项，并在使用非紧拉盖尔基时将新估计器的性能与以前的估计器的性能进行了比较。还提供了一个真实的数据示例。