How to cite:
Bouanani, O.; Guendouzi, A.; Chemikh, S. Limit Law of the Local Linear Estimate of the Conditional Hazard Function for Functional Data. Preprints2020, 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).
Cite as:
Bouanani, O.; Guendouzi, A.; Chemikh, S. Limit Law of the Local Linear Estimate of the Conditional Hazard Function for Functional Data. Preprints2020, 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
Subject Areas
Functional data; Local linear estimation; Asymptotic normality; Conditional hazard function
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.
Oussama Bouanani