Dergiler / New Trends in Mathematical Sciences / 2015 / Cilt: 3 Sayı: 2

Tayeb Djebbouri1,El Hadj Hamel2and Abbes Rabhi3

On conditional hazard function estimate for functional mixing data

Tayeb Djebbouri, El Hadj Hamel, Abbes Rabhi

Sayfa
79–95
DOI
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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