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Local linear nonparametric estimation of the point at high risk

M.K. Attouch, H. Douini


In this work, we propose to estimate the point at high risk, which are based on the estimation of the conditional hazard function, so we introduce a new nonparametric estimation procedure of the conditional hazard function of a scalar response variable given a random variable taking values in a semi-metric space. Under some general conditions, we establish both the pointwise and the almost-complete consistencies with rates of this estimator. Moreover, we give some particular cases of our results which can also be considered as novel in the finite-dimensional setting.

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