Computer Sciences & Mathematics Forum (Apr 2023)
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.
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