On conditional hazard function estimate for functional mixing data

This paper considers the problem of nonparametric estimation of the conditional hazard function for functional mixing data. In particular, given a strictly stationary random variables Zi = (Xi; Yi)i?N, we investigate a kernel estimate of the conditional hazard function of univariate response variabl...

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Bibliographic Details
Published in:New trends in mathematical sciences 2015-06, Vol.3 (2), p.79-79
Main Authors: Djebbouri, Tayeb, Hamel, El Hadj, Rabhi, Abbes
Format: Article
Language:English
Subjects:
Asymptotic properties
Convergence
Estimates
Estimators
Functions (mathematics)
Hazards
Kernels
Mathematical analysis
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Summary:This paper considers the problem of nonparametric estimation of the conditional hazard function for functional mixing data. In particular, given a strictly stationary random variables Zi = (Xi; Yi)i?N, we investigate a kernel estimate of the conditional hazard function of univariate response variable Yi given the functional variable Xi. The mean squared convergence rate is given and the asymptotic normality of the proposed estimator is proven.
ISSN:2147-5520
2147-5520