Tayeb Djebbouri1,El Hadj Hamel2and Abbes Rabhi3

Tayeb Djebbouri; El Hadj Hamel; Abbes Rabhi

On conditional hazard function estimate for functional mixing data

Year 2015, Volume: 3 Issue: 2, 79 - 95, 19.01.2015

Tayeb Djebbouri El Hadj Hamel Abbes Rabhi

https://izlik.org/JA28RK32KA

Abstract

This paper considers the problem of nonparametric estimation of the conditional hazard function for functional mixingdata. In particular, given a strictly stationary random variables Zi= (Xi, Yi)i∈N, we investigate a kernel estimate of the conditionalhazard function of univariate response variable Yigiven the functional variable Xi. The mean squared convergence rate is given and theasymptotic normality of the proposed estimator is proven

Keywords

Functional data , Kernel conditional hazard function , Kernel estimation , Nonparametric Estimation , Probabilities of smallballs , Strong mixing process

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