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On conditional hazard function estimate for functional mixing data

Journal: NEW TRENDS IN MATHEMATICAL SCIENCES (Vol.3, No. 2)

Publication Date:

Authors : ; ; ;

Page : 79-95

Keywords : Functional data Kernel conditional hazard function Kernel estimation Strong mixing process;

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Abstract

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 $displaystyle Z_i=left(X_i, Y_iright)_{iinmathbb{N}}$, we investigate a kernel estimate of the conditional hazard function of univariate response variable $Y_i$ given the functional variable $X_i$. The mean squared convergence rate is given and the asymptotic normality of the proposed estimator is proven.

Last modified: 2016-10-30 05:03:55