Hazard function given a functional variable: Non-parametric estimation under strong mixing conditions

DOI10.1080/10485250802159297zbMath1142.62018OpenAlexW2143436555MaRDI QIDQ3523679

Alejandro Quintela-del-Río

Publication date: 5 September 2008

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250802159297

zbMATH Keywords

asymptotic normalitykernel smoothingmixingconditional densityconditional distributionnon-parametric estimationconditional hazardfunctional variable

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Seismology (including tsunami modeling), earthquakes (86A15) Estimation in survival analysis and censored data (62N02)

Related Items (17)

Local linear estimate of the point at high risk: Spatial functional data case ⋮ Asymptotic normality of a conditional hazard function estimate in the single index for quasi-associated data ⋮ Nonparametric modelling for functional data: selected survey and tracks for future ⋮ On the local linear estimation of a generalized regression function with spatial functional data ⋮ Unnamed Item ⋮ A weighted estimator of conditional hazard rate with left-truncated and dependent data ⋮ Functional density synchronization ⋮ Analysis of time of occurrence of earthquakes: A functional data approach ⋮ Curse of dimensionality and related issues in nonparametric functional regression ⋮ Estimation and simulation of conditional hazard function in the quasi-associated framework when the observations are linked via a functional single-index structure ⋮ Consistency rates and asymptotic normality of the high risk conditional for functional data ⋮ Consistency rates and asymptotic normality of the high risk conditional for functional data ⋮ Consistency of recursive nonparametric Kernel estimates for independent functional data ⋮ Conditional hazard estimate for functional random fields ⋮ Conditional VAR and Expected Shortfall: A New Functional Approach ⋮ Uniform in bandwidth consistency for various kernel estimators involving functional data ⋮ Nonparametric estimation of expectile regression in functional dependent data

Uses Software

• fda (R)

Cites Work

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• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Some Limit Theorems for Random Functions. I
• Estimation of the failure rate-a survey of nonparametric methods Part I: Non-Bayesian Methods
• Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
• On Conditional Density Estimation
• REGRESSION QUANTILES FOR TIME SERIES
• Hazard analysis. I

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