Estimation non paramétrique de la fonction de hasard pour des observations dépendantes

G. Collomb; S. Hassani; P. Sarda; Ph. Vieu

Statistique et analyse des données (1985)

  • Volume: 10, Issue: 3, page 42-49
  • ISSN: 0750-7364

How to cite

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Collomb, G., et al. "Estimation non paramétrique de la fonction de hasard pour des observations dépendantes." Statistique et analyse des données 10.3 (1985): 42-49. <http://eudml.org/doc/108930>.

@article{Collomb1985,
author = {Collomb, G., Hassani, S., Sarda, P., Vieu, Ph.},
journal = {Statistique et analyse des données},
keywords = {dependent observations; phi-mixing sequence; k-nearest neighbor estimator; kernel estimator; hazard function; Markov processes; reliability theory; uniformly completely consistent; estimation of the mode},
language = {fre},
number = {3},
pages = {42-49},
publisher = {Association pour la statistique et ses illustrations},
title = {Estimation non paramétrique de la fonction de hasard pour des observations dépendantes},
url = {http://eudml.org/doc/108930},
volume = {10},
year = {1985},
}

TY - JOUR
AU - Collomb, G.
AU - Hassani, S.
AU - Sarda, P.
AU - Vieu, Ph.
TI - Estimation non paramétrique de la fonction de hasard pour des observations dépendantes
JO - Statistique et analyse des données
PY - 1985
PB - Association pour la statistique et ses illustrations
VL - 10
IS - 3
SP - 42
EP - 49
LA - fre
KW - dependent observations; phi-mixing sequence; k-nearest neighbor estimator; kernel estimator; hazard function; Markov processes; reliability theory; uniformly completely consistent; estimation of the mode
UR - http://eudml.org/doc/108930
ER -

References

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  1. BEAN, S.J. and TSAKAS, C.P. (1980). "Developments in nonparametric density estimation". Bull. Math. Stat., 17, 77-84. Zbl0444.62047
  2. BILLINGSLEY, P. (1968). "Convergence of probability measures". Wiley, New-York. Zbl0944.60003MR233396
  3. BLUM, J.R. and SURSALA, V. (1980). "Maximal deviation theory of density and failure rate function estimates based on censored data". Multivariate Analysis, 1, 213-222 Zbl0462.62030MR566340
  4. COLLOMB, G. (1985). "Nonparametric time series analysis and prediction : uniform almost sure convergence of the window and k.NN autoregression estimates". Statistics 16, 2, 297-307. Zbl0585.62162MR789072
  5. COLLOMB, G. (1984). "Propriétés de convergence presque complète du prédicteur à noyau". Zeitschrift. f. Wahrs. v.v. Geb., 66, 441-460. Zbl0525.62046MR751581
  6. D00B, J. (1953). "Stochastic processes". Wiley, New-York. MR58896
  7. HASSANI, S., SARDA, P. et VIEU, P. (1986). "Approche non paramétrique en théorie de la fiabilité : revue bibliographique". En préparation. Zbl0609.62127MR878935
  8. LOFTSGAARDEN, D.O. and QUESENBERRY, C. D. (1965). "A non parametric estimate of a multivariate density function". A.M.S., 36, 1049-1051. Zbl0132.38905MR176567
  9. M00RE, D.S. et YACKELL, J.W. (1977). "Consistency properties of nearest neighbour density functions". Ann. Stat. 5, 143-154. Zbl0358.60053MR426275
  10. PRAKASA RA0 B.L.S. (1983). "Nonparametric functional estimation". Academic Press. New-York. Zbl0542.62025MR740865
  11. MURTHY, V.K. (1965). "Estimation of Jumps, reliability and hazard rate". Ann. Stat. 36, 1032-1040. Zbl0134.36103MR177474
  12. ROSENBLATT, M. (1956). "Remarks on some nonparametric estimates of a density function". A.M.S. 27, 642-669. Zbl0073.14602MR79873

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