A Note on Nonparametric Estimation of Conditional Hazard Quantile Function

Authors

  • El Hadj Hamel University Djillali LIABES of Sidi Bel Abb´es
  • Nadia Kadiri University Djillali LIABES of Sidi Bel Abb´es
  • Abbes Rabhi University Djillali LIABES of Sidi Bel Abb´es

Keywords:

: Asymptotic normality, conditional hazard quantile function, functional data, kernel smoothing, nonparametric estimator

Abstract

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.

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Published

2021-10-15

How to Cite

El Hadj Hamel, Nadia Kadiri, & Abbes Rabhi. (2021). A Note on Nonparametric Estimation of Conditional Hazard Quantile Function. Journal of Risk Analysis and Crisis Response, 7(3). Retrieved from https://jracr.com/index.php/jracr/article/view/215

Issue

Vol. 7 No. 3 (2017)

Section

Article