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Mean square error of the estimator of the conditional hazard function

Abbes Rabhi; Samir Benaissa; El Hadj Hamel; Boubaker Mechab — 2013

Applicationes Mathematicae

This paper deals with a scalar response conditioned by a functional random variable. The main goal is to estimate the conditional hazard function. An asymptotic formula for the mean square error of this estimator is calculated considering as usual the bias and variance.

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