The k nearest neighbors estimation of the conditional hazard function for functional data

• Published in: Revstat Vol. 12; no. 3; p. 273
• Main Authors: Attouch, Mohammed Kadi, Belabed, Fatima Zohra
• Format: Journal Article
• Language: English
• Published: Instituto Nacional de Estatistica 01.11.2014; Instituto Nacional de Estatística | Statistics Portugal
• Subjects: Analysis; functional data; k-NN estimator; nonparametric regression; Nonparametric statistics; random bandwidth; rate of convergence; the conditional hazard function; United States
• ISSN: 1645-6726; 2183-0371
• DOI: 10.57805/revstat.v12i3.154

* In this paper, we study the nonparametric estimator of the conditional hazard function using the k nearest neighbors (k-NN) estimation method for a scalar response variable given a random variable taking values in a semi-metric space. We give the almost complete convergence (its corresponding rate) of this estimator and we establish the asymptotic normality. Then the effectiveness of this method is exhibited by a comparison with the kernel method estimation given in Ferraty et al. ([12]) and Laksaci and Mechab ([15]) in both cases simulated data and real data. Key-Words: * functional data; nonparametric regression; k-NN estimator; the conditional hazard function; rate of convergence; random bandwidth; asymptotic normality. AMS Subject Classification: * 62G05, 62G08, 62G20, 62G35.