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...

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Main Authors: Rabhi Abbes, Keddani Latifa, Hammou Yassine
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
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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
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