Nonparametric estimation of the maximum hazard under dependence conditions

被引：10

作者：

Quintela-Del-Rio, A. ^{[1
]}

机构：

[1] Univ A Coruna, Dept Matemat, Fac Informat, La Coruna, Spain

来源：

STATISTICS & PROBABILITY LETTERS | 2006年 / 76卷 / 11期

关键词：

kernel estimation; hazard; strong mixing processes; maximum;

D O I：

10.1016/j.spl.2005.12.009

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The maximum of a hazard function is a parameter of great importance in seismicity studies, because it constitutes the maximum risk of occurrence of an earthquake in a given interval of time. By means of kernel nonparametric estimates of the first derivative of the hazard function, we establish uniform convergence properties and asymptotic normality of an estimate of the maximum, in a context of strong mixing dependence. A small simulation study and a practical example show the performance of the proposed estimator in finite samples. (C) 2005 Elsevier B.V. All rights reserved.

引用

页码：1117 / 1124

页数：8

共 50 条

[21] On nonparametric estimation of hazard function and its derivatives
Vaal, Vadim A.
Albert, Vexler
Koshkin, Gennady M.
[J]. VESTNIK TOMSKOGO GOSUDARSTVENNOGO UNIVERSITETA-UPRAVLENIE VYCHISLITELNAJA TEHNIKA I INFORMATIKA-TOMSK STATE UNIVERSITY JOURNAL OF CONTROL AND COMPUTER SCIENCE, 2013, 22 (01): : 32 - 39
[22] NONPARAMETRIC MAXIMUM-LIKELIHOOD-ESTIMATION OF AN INCREASING HAZARD RATE FOR UNCERTAIN CAUSE-OF-DEATH DATA
MUKERJEE, H
WANG, JL
[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 1993, 20 (01) : 17 - 33
[23] Nonparametric estimation of a distribution function from doubly truncated data under dependence Double truncation under dependence
Moreira, Carla
de Una-Alvarez, Jacobo
Braekers, Roel
[J]. COMPUTATIONAL STATISTICS, 2021, 36 (03) : 1693 - 1720
[24] KERNEL ESTIMATION OF THE SURVIVAL FUNCTION AND HAZARD RATE UNDER WEAK DEPENDENCE
IZENMAN, AJ
TRAN, LT
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1990, 24 (02) : 233 - 247
[25] Nonparametric estimation of aspect dependence for ATR
Kim, A
Fisher, J
Willsky, A
Viola, P
[J]. ALGORITHMS FOR SYNTHETIC APERTURE RADAR IMAGERY VI, 1999, 3721 : 332 - 342
[26] Adaptive nonparametric estimation in the presence of dependence
Asin, Nicolas
Johannes, Jan
[J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2017, 29 (04) : 694 - 730
[27] Nonparametric estimation of the measure of functional dependence
Shan, Qingsong
Liu, Qianning
[J]. AIMS MATHEMATICS, 2021, 6 (12): : 13488 - 13502
[28] Nonparametric Estimation of Variance Function for Functional Data Under Mixing Conditions
Hu, Yuao
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2013, 42 (10) : 1774 - 1786
[29] Strong Convergence of Partitioning Estimation for Nonparametric Regression Function under Dependence Samples
LING Neng-xiang
[J]. Chinese Quarterly Journal of Mathematics, 2005, (01) : 28 - 33
[30] M-estimation in nonparametric regression under strong dependence and infinite variance
Ngai Hang Chan
Rongmao Zhang
[J]. Annals of the Institute of Statistical Mathematics, 2009, 61 : 391 - 411

← 1 2 3 4 5 →