Estimation and simulation of conditional hazard function in the quasi-associated framework when the observations are linked via a functional single-index structure

ABSTRACT

We consider the estimation of the conditional hazard function of a scalar response variable Y given a Hilbertian random variable X when the observations are linked via a single-index structure in the quasi-associated framework. We establish the pointwise almost complete convergence and the uniform almost complete convergence (with the rate) of the estimate of this model. A simulation is given to illustrate the good behavior in the practice of our methodology.

KEYWORDS:

• Conditional hazard function
• functional random variable
• kernel estimator
• quasi- association
• single-functional index model.

MATHEMATICS SUBJECT CLASSIFICATION:

• 60G25
• 62G05
• 62G08
• 62G20
• 62N02