期刊名称：Journal of Statistical Theory and Applications (JSTA)
电子版ISSN：1538-7887
出版年度：2015
卷号：14
期号：3
页码：303-325
DOI：10.2991/jsta.2015.14.3.7
语种：English
出版社：Atlantis Press
摘要：We consider the problem of nonparametric estimation of the conditional hazard function for functional mixing data. More precisely, given a strictly stationary random variables Zi = (Xi; Yi)i2N, we investigate a kernel estimate of the conditional hazard function of univariate response variable Yi given the functional variable Xi. The principal aim of this paper is to give the mean squared convergence rate and to prove the asymptotic normality of the proposed estimator.
关键词：Functional data; Kernel conditional hazard function; Kernel estimation; Probabilities of small balls; a-mixing.
