Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Kernel estimation of relative risk.
AU - Kelsall, Julia E.
AU - Diggle, Peter J.
PY - 1995
Y1 - 1995
N2 - 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.
AB - 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.
KW - cross-validation
KW - epidemiology
KW - kernel density estimation
KW - smoothing parameters
M3 - Journal article
VL - 1
SP - 3
EP - 16
JO - Bernoulli
JF - Bernoulli
SN - 1350-7265
IS - 1-2
ER -