Quadratic error of the conditional hazard function in the local linear estimation for functional data. (English. French summary) Zbl 1409.62077

Summary: 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.


62G05 Nonparametric estimation
62G20 Asymptotic properties of nonparametric inference
Full Text: Euclid