Estimation of the Conditional Hazard Function with a Recursive Kernel from Censored Functional Ergodic Data

Abstract

In this paper, we propose a non-parametric estimator of the conditional hazard function weighted on the recursive kernel method given an explanatory variable taking values in a semi-metric space when the scalar response is censored. Under the ergodicity condition, we establish the convergence rate of this estimator.

Keywords

• conditional hazard function
• censored data
• functional ergodic data
• recursive kernel estimate