NON-PARAMETRIC ESTIMATION OF THE HAZARD FUNCTION WITH FUNCTIONAL EXPLANATORY VARIABLE

被引：0

作者：

Ferraty, Frederic ^{[1
]}

Rabhi, Abbes ^{[2
]}

Vieu, Philippe ^{[1
]}

机构：

[1] Univ Paul Sabatier, Inst Math, Lab Stat & Probabil, F-31062 Toulouse, France

[2] Univ Djillali Liabes Sidi Bel Abbes, Dept Math, Sidi Bel Abbes, Algeria

来源：

REVUE ROUMAINE DE MATHEMATIQUES PURES ET APPLIQUEES | 2008年 / 53卷 / 01期

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We introduce a nonparametric estimate of the conditional hazard function, when the covariate is functional. We prove consistency properties (with rates) in various situations, including censored and/or dependent variables. The rates of convergence emphasize the crucial role played by the small ball probabilities with respect to the distribution of the explanatory functional variable.

引用

页码：1 / 18

页数：18

共 50 条

[1] NON-PARAMETRIC ESTIMATION OF THE HAZARD FUNCTION WITH FUNCTIONAL EXPLANATORY VARIABLE CASE OF SPATIAL DATA
Laksaci, Ali
Mechab, Boubakeur
REVUE ROUMAINE DE MATHEMATIQUES PURES ET APPLIQUEES, 2010, 55 (01): : 35 - 51
[2] Hazard function given a functional variable:: Non-parametric estimation under strong mixing conditions
Quintela-del-Rio, Alejandro
JOURNAL OF NONPARAMETRIC STATISTICS, 2008, 20 (05) : 413 - 430
[3] Non-parametric hazard function estimation using the Kaplan-Meier estimator
Kim, C
Bae, W
Choi, H
Park, BU
JOURNAL OF NONPARAMETRIC STATISTICS, 2005, 17 (08) : 937 - 948
[4] Bayesian non-parametric estimation of smooth hazard rates for seismic hazard assessment
La Rocca, Luca
SCANDINAVIAN JOURNAL OF STATISTICS, 2008, 35 (03) : 524 - 539
[5] Non-parametric estimation of camera response function
Chatzis, Ioannis S.
Dermatas, Evangelos S.
CIRCUITS AND SYSTEMS FOR SIGNAL PROCESSING , INFORMATION AND COMMUNICATION TECHNOLOGIES, AND POWER SOURCES AND SYSTEMS, VOL 1 AND 2, PROCEEDINGS, 2006, : 385 - 388
[6] Hazard estimation using non-parametric and parametric methods for mortality causes.
Aalabaf-Sabaghi, M
INSURANCE MATHEMATICS & ECONOMICS, 2003, 33 (02): : 444 - 444
[7] Wavelets and the theory of non-parametric function estimation
Johnstone, IM
PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 1999, 357 (1760): : 2475 - 2493
[8] Estimation of a non-parametric variable importance measure of a continuous exposure
Chambaz, Antoine
Neuvial, Pierre
van der Laan, Mark J.
ELECTRONIC JOURNAL OF STATISTICS, 2012, 6 : 1059 - 1099
[9] THE TRIMMED MEAN IN NON-PARAMETRIC REGRESSION FUNCTION ESTIMATION
Dhar, Subhra Sankar
Jha, Prashant
Rakshit, Prabrisha
THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, 2022, : 133 - 158
[10] NON-PARAMETRIC LEAST SQUARE ESTIMATION OF DISTRIBUTION FUNCTION
Chai Genxiang 1 Hua Hong 1 Shang Hanji 21 Dept. of Appl. Math.
Applied Mathematics:A Journal of Chinese Universities, 2002, (04) : 442 - 450

← 1 2 3 4 5 →