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THE ALMOST COMPLETE CONVERGENCE OF THE HIGH-RISK POINT KERNEL FUNCTIONAL CONDITIONAL ESTIMATE FOR QUASI-ASSOCIATED DATA
The maximum of the conditional hazard function is a parameter of great importance in statistics 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 rst derivative of the conditional hazard function, we establish a convergence properties of an estimate of the maximum in the context of quasi-associated data.
