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Nonparametric estimation of the maximum of conditional hazard function under dependence conditions for functional data. (English. French summary) Zbl 1327.62121

Summary: The maximum of the conditional 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. using the kernel nonparametric estimates of the first derivative of the conditional hazard function, we establish uniform convergence properties and asymptotic normality of an estimate of the maximum in the context of strong mixing dependence.

MSC:

62F12 Asymptotic properties of parametric estimators
62G20 Asymptotic properties of nonparametric inference
62M09 Non-Markovian processes: estimation
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Full Text: Euclid