- Tytuł:
- On the nonparametric estimation of the conditional hazard estimator in a single functional index
- Autorzy:
-
Gagui, Abdelmalek
Chouaf, Abdelhak - Powiązania:
- https://bibliotekanauki.pl/articles/2107053.pdf
- Data publikacji:
- 2022-06-14
- Wydawca:
- Główny Urząd Statystyczny
- Tematy:
-
single functional index
conditional hazard function
nonparametric estimation
α-mixing dependency
asymptotic normality
functional data - Opis:
- This paper deals with the conditional hazard estimator of a real response where the variable is given a functional random variable (i.e it takes values in an infinite-dimensional space). Specifically, we focus on the functional index model. This approach offers a good compromise between nonparametric and parametric models. The principle aim is to prove the asymptotic normality of the proposed estimator under general conditions and in cases where the variables satisfy the strong mixing dependency. This was achieved by means of the kernel estimator method, based on a single-index structure. Finally, a simulation of our methodology shows that it is efficient for large sample sizes.
- Źródło:
-
Statistics in Transition new series; 2022, 23, 2; 89-105
1234-7655 - Pojawia się w:
- Statistics in Transition new series
- Dostawca treści:
- Biblioteka Nauki
Artykuł