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文章基本信息

  • 标题:Nonparametric estimation of the maximum of conditional hazard function under dependence conditions for functional data
  • 本地全文:下载
  • 作者:Abbes Rabhi ; Yassine Hammou ; Tayeb Djebbouri
  • 期刊名称:Afrika Statistika
  • 印刷版ISSN:0825-0305
  • 出版年度:2015
  • 卷号:10
  • 期号:1
  • 页码:777-794
  • DOI:10.4314/afst.v10i1.
  • 出版社:African Journals Online
  • 摘要:

    The maximum of the conditional hazard function is a parameter of great importance in statistics, in particular 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 based on convolution kernel techniques of the rst derivative of the conditional hazard function, we establish the asymptotic behavior of a hazard rate in the presence of a functional explanatory variable and asymptotic normality of the maximum value in the case of a strong mixing process.

  • 关键词:Almost complete convergence; Asymptotic normality; Conditional hazard function; Functional data; Nonparametric estimation; Small ball probability; Strong mixing processes
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