Article
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Limit Law of the Local Linear Estimate of the Conditional Hazard Function for Functional Data
Version 1
: Received: 2 October 2020 / Approved: 6 October 2020 / Online: 6 October 2020 (09:18:49 CEST)
(This article belongs to the Research Topic EUSAR 2020—Preprints)
How to cite: Bouanani, O.; Guendouzi, A.; Chemikh, S. Limit Law of the Local Linear Estimate of the Conditional Hazard Function for Functional Data. Preprints 2020, 2020100093 (doi: 10.20944/preprints202010.0093.v1). Bouanani, O.; Guendouzi, A.; Chemikh, S. Limit Law of the Local Linear Estimate of the Conditional Hazard Function for Functional Data. Preprints 2020, 2020100093 (doi: 10.20944/preprints202010.0093.v1).
Abstract
In this work, we treat a prediction problem via the conditional hazard function of a scalar response variable Y given a functional random variable X by using the local linear technique. The main purpose of this paper is to investigate the asymptotic normality of the nonparametric estimator of the conditional hazard function, under some general conditions. A simulation study, conducted to assess finite sample behavior, demonstrates the superiority of our method than the standard kernel method
Keywords
Functional data; Local linear estimation; Asymptotic normality; Conditional hazard function
Subject
MATHEMATICS & COMPUTER SCIENCE, Algebra & Number Theory
Copyright: This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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