Consistency rates and asymptotic normality of the high risk conditional for functional data
The maximum of the conditional hazard function is a parameter of great importance in seismicity studies, because it constitutes the maximum risk of occurrence of an earthquake in a given interval of time. Using the kernel nonparametric estimates of the first derivative of the conditional hazard func...
Main Authors: | , , |
---|---|
Format: | Article |
Language: | English |
Published: |
Sciendo
2015-12-01
|
Series: | Acta Universitatis Sapientiae: Mathematica |
Subjects: | |
Online Access: | https://doi.org/10.1515/ausm-2015-0015 |
id |
doaj-4f085d1368084181b6cc21ea1edb2978 |
---|---|
record_format |
Article |
spelling |
doaj-4f085d1368084181b6cc21ea1edb29782021-09-06T19:40:20ZengSciendoActa Universitatis Sapientiae: Mathematica2066-77522015-12-017222024210.1515/ausm-2015-0015ausm-2015-0015Consistency rates and asymptotic normality of the high risk conditional for functional dataRabhi Abbes0Keddani Latifa1Hammou Yassine2Laboratory of Mathematics, Sidi Bel Abbes UniversityStochastic Models Statistics and Applications Laboratory, Moulay Tahar University of SaidaLaboratory of Mathematics, Sidi Bel Abbes UniversityThe maximum of the conditional hazard function is a parameter of great importance in seismicity studies, because it constitutes the maximum risk of occurrence of an earthquake in a given interval of time. Using the kernel nonparametric estimates of the first derivative of the conditional hazard function, we establish uniform convergence properties and asymptotic normality of an estimate of the maximum in the context of independence data.https://doi.org/10.1515/ausm-2015-0015almost complete convergenceasymptotic normalityconditional hazard functionfunctional datanonparametric estimation |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Rabhi Abbes Keddani Latifa Hammou Yassine |
spellingShingle |
Rabhi Abbes Keddani Latifa Hammou Yassine Consistency rates and asymptotic normality of the high risk conditional for functional data Acta Universitatis Sapientiae: Mathematica almost complete convergence asymptotic normality conditional hazard function functional data nonparametric estimation |
author_facet |
Rabhi Abbes Keddani Latifa Hammou Yassine |
author_sort |
Rabhi Abbes |
title |
Consistency rates and asymptotic normality of the high risk conditional for functional data |
title_short |
Consistency rates and asymptotic normality of the high risk conditional for functional data |
title_full |
Consistency rates and asymptotic normality of the high risk conditional for functional data |
title_fullStr |
Consistency rates and asymptotic normality of the high risk conditional for functional data |
title_full_unstemmed |
Consistency rates and asymptotic normality of the high risk conditional for functional data |
title_sort |
consistency rates and asymptotic normality of the high risk conditional for functional data |
publisher |
Sciendo |
series |
Acta Universitatis Sapientiae: Mathematica |
issn |
2066-7752 |
publishDate |
2015-12-01 |
description |
The maximum of the conditional hazard function is a parameter of great importance in seismicity studies, because it constitutes the maximum risk of occurrence of an earthquake in a given interval of time. Using the kernel nonparametric estimates of the first derivative of the conditional hazard function, we establish uniform convergence properties and asymptotic normality of an estimate of the maximum in the context of independence data. |
topic |
almost complete convergence asymptotic normality conditional hazard function functional data nonparametric estimation |
url |
https://doi.org/10.1515/ausm-2015-0015 |
work_keys_str_mv |
AT rabhiabbes consistencyratesandasymptoticnormalityofthehighriskconditionalforfunctionaldata AT keddanilatifa consistencyratesandasymptoticnormalityofthehighriskconditionalforfunctionaldata AT hammouyassine consistencyratesandasymptoticnormalityofthehighriskconditionalforfunctionaldata |
_version_ |
1717768785318903808 |