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Consistency rates and asymptotic normality of the high risk conditional for functional data


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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.

eISSN:
2066-7752
Language:
English
Publication timeframe:
2 times per year
Journal Subjects:
Mathematics, General Mathematics