Abstract
The problem of hazard rate estimation under right-censored assumption has been investigated extensively. Integrated square error (ISE) of estimation is one of the most widely accepted measurements of the global performance for nonparametric kernel estimation. But there are no results available for ISE of hazard rate estimation under right-censored model with censoring indicators missing at random (MAR) so far. This paper constructs an imputation estimator of the hazard rate function and establish asymptotic normality of the ISE for the kernel hazard rate estimator with censoring indicators MAR. At the same time, an asymptotic representation of the mean integrated square error (MISE) is also presented. The finite sample behavior of the estimator is investigated via one simple simulation.
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