Asymptotic normality of a conditional hazard function estimate in the single index for quasi-associated data

被引：4
|
作者：
Hamza, Daoudi [1 ,2 ]
Mechab, Boubaker [1 ]
Zouaoui, Chikr Elmezouar [3 ]
机构：
[1] Univ Djillali Liabes Sidi Bel Abbes, Lab Stat & Proc Stochast, LP 89, Sidi Bel Abbes 22000, Algeria
[2] Ibn Khaldoun Univ, Dept Math, Tiaret, Algeria
[3] King Khalid Univ, Coll Sci, Dept Math, Abha, Saudi Arabia
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2020年 / 49卷 / 03期
关键词：
Asymptotic normality; conditional hazard function; nonparametric kernel estimation; quasiassociation; single-functional index model;
D O I：
10.1080/03610926.2018.1549248
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 main goal of this paper is to study the estimation of the conditional hazard function of a scalar response variable Y given a hilbertian random variable X in functional single-index model. We construct an estimator of this nonparametric function and we study its asymptotic properties, under quasi-associated structure. Precisely, we establish the asymptotic normality of the constructed estimator. We carried out simulation experiments to examine the behavior of this asymptotic property over finite sample data.
引用
收藏
页码：513 / 530
页数：18
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