Afrika Statistika

Quadratic error of the conditional hazard function in the local linear estimation for functional data

Torkia Merouan, Boubaker Mechab, and Ibrahim Massim

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Abstract

In this paper we investigate the asymptotic mean square error and the rates of convergence of the estimator based on the local linear method of the conditional hazard function. Under some general conditions, the expressions of the bias and variance are given. The efficiency of our estimator is evaluated through a simulation study. We proved, theoretically and on the scope of a simulation study, that our proposed estimator has better performance than the estimator based on the standard kernel method.

Résumé

Nous étudions dans ce papier, l'estimation non paramétrique de la fonction de hasard conditionnelle basée sur la méthode locale linéaire. Le but est de calculer sous certaines conditions la convergence en moyenne quadratique de notre estimateur, ainsi que les expressions du biais et de la variance de notre estimateur sont données. L'efficacité de notre estimateur est évaluée par une étude de simulation, sur un échantillon fini, qui montre une meilleure performance de l'estimateur introduit par rapport à l'estimateur basée sur la méthode du noyau standard.

Article information

Source
Afr. Stat., Volume 13, Number 3 (2018), 1759-1777.

Dates
First available in Project Euclid: 12 December 2018

Permanent link to this document
https://projecteuclid.org/euclid.as/1544583714

Digital Object Identifier
doi:10.16929/as/1759.132

Mathematical Reviews number (MathSciNet)
MR3887182

Zentralblatt MATH identifier
07003215

Subjects
Primary: 62G05: Estimation 62G20: Asymptotic properties

Keywords
Nonparametric local linear estimation conditional hazard function functional variable mean squared error

Citation

Merouan, Torkia; Mechab, Boubaker; Massim, Ibrahim. Quadratic error of the conditional hazard function in the local linear estimation for functional data. Afr. Stat. 13 (2018), no. 3, 1759--1777. doi:10.16929/as/1759.132. https://projecteuclid.org/euclid.as/1544583714


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