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
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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.
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页码:1 / 18
页数:18
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