Asymptotic normality of a conditional hazard function estimate in the single index for quasi-associated data

Daoudi Hamza, Boubaker Mechab and Chikr Elmezouar Zouaoui

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 3, 513-530

Abstract: The main goal of this paper is to study the estimation of the conditional hazard function of a scalar response variable Y given a hilbertian random variable X in functional single-index model. We construct an estimator of this nonparametric function and we study its asymptotic properties, under quasi-associated structure. Precisely, we establish the asymptotic normality of the constructed estimator. We carried out simulation experiments to examine the behavior of this asymptotic property over finite sample data.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:49:y:2020:i:3:p:513-530

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DOI: 10.1080/03610926.2018.1549248

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