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Bassoudi, Mohammed; Belguerna, Abderrahmane; Daoudi, Hamza; Laala, Zeyneb

Asymptotic properties of the conditional hazard function estimate by the local linear method for functional ergodic data. (English) Zbl 07843625

J. Appl. Math. Inform. 41, No. 6, 1341-1364 (2023).
Summary: This article introduces a method for estimating the conditional hazard function of a real-valued response variable based on a functional variable. The method uses local linear estimation of the conditional density and cumulative distribution function and is applied to a functional stationary ergodic process where the explanatory variable is in a semi-metric space and the response is a scalar value. We also examine the uniform almost complete convergence of this estimation technique.

MSC:

62G05 Nonparametric estimation
62G20 Asymptotic properties of nonparametric inference

Keywords:

estimation techniques; local linear estimates; ergodic process; asymptotic properties
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References:

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