A Note on Nonparametric Estimation of Conditional Hazard Quantile Function

A Note on Nonparametric Estimation of Conditional Hazard Quantile Function

In this paper, we study an kernel estimator of the conditional hazard quantile function (CHQF) of a scalar response variable Y given a random variable (rv) X taking values in a semi-metric space and using the proposed estimator based of the kernel smoothing method. The almost complete consistency an...

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Bibliographic Details
Main Authors: El Hadj Hamel, Nadia Kadiri, Abbes Rabhi
Format: Article
Language:English
Published: Atlantis Press 2017-09-01
Series:Journal of Risk Analysis and Crisis Response (JRACR)
Subjects:
Asymptotic normality
conditional hazard quantile function
functional data
kernel smoothing
nonparametric estimator.
Online Access:https://www.atlantis-press.com/article/25886383.pdf
Description
Summary:In this paper, we study an kernel estimator of the conditional hazard quantile function (CHQF) of a scalar response variable Y given a random variable (rv) X taking values in a semi-metric space and using the proposed estimator based of the kernel smoothing method. The almost complete consistency and the asymptotic normality of this estimate are obtained when the sample is an independante sequence.
ISSN:2210-8505

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