scholarly journals Nonparametric estimation of the maximum of conditional hazard function under dependence conditions for functional data

2015 ◽  
Vol 10 (1) ◽  
pp. 777-794
Author(s):  
Abbes Abbes Rabhi ◽  
Yassine Hammou ◽  
Tayeb Djebbouri
1999 ◽  
Vol 28 (10) ◽  
pp. 2294-2331 ◽  
Author(s):  
Graciela Estévez-Pérez ◽  
Alejandro Quintela-del-Río

2015 ◽  
Vol 7 (2) ◽  
pp. 220-242
Author(s):  
Abbes Rabhi ◽  
Latifa Keddani ◽  
Yassine Hammou

AbstractThe maximum of the conditional hazard function is a parameter of great importance in seismicity studies, because it constitutes the maximum risk of occurrence of an earthquake in a given interval of time. Using the kernel nonparametric estimates of the first derivative of the conditional hazard function, we establish uniform convergence properties and asymptotic normality of an estimate of the maximum in the context of independence data.


Author(s):  
Sara Leulmi ◽  
Fatiha Messaci

We introduce a local linear nonparametric estimation for the generalized regression function of a scalar response variable given a random variable taking values in a semi metric space. We establish a rate of uniform consistency for the proposed estimators. Then, based on a real data set we illustrate the performance of a particular studied estimator with respect to other known estimators


Author(s):  
Oussama Bouanani ◽  
Abdelhak Guendouzi ◽  
Souheyla Chemikh

In this work, we treat a prediction problem via the conditional hazard function of a scalar response variable Y given a functional random variable X by using the local linear technique. The main purpose of this paper is to investigate the asymptotic normality of the nonparametric estimator of the conditional hazard function, under some general conditions. A simulation study, conducted to assess finite sample behavior, demonstrates the superiority of our method than the standard kernel method


Bernoulli ◽  
2009 ◽  
Vol 15 (4) ◽  
pp. 1010-1035 ◽  
Author(s):  
Hanna K. Jankowski ◽  
Jon A. Wellner

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