KRAUS, David. Inferential procedures for partially observed functional data. Online. Journal of Multivariate Analysis. San Diego: Elsevier, 2019, vol. 173, September, p. 583-603. ISSN 0047-259X. Available from: https://dx.doi.org/10.1016/j.jmva.2019.05.002. [citováno 2024-04-23]
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Basic information
Original name Inferential procedures for partially observed functional data
Authors KRAUS, David (203 Czech Republic, guarantor, belonging to the institution)
Edition Journal of Multivariate Analysis, San Diego, Elsevier, 2019, 0047-259X.
Other information
Original language English
Type of outcome Article in a journal
Field of Study 10103 Statistics and probability
Country of publisher United States of America
Confidentiality degree is not subject to a state or trade secret
WWW Full Text
Impact factor Impact factor: 1.136
RIV identification code RIV/00216224:14310/19:00107420
Organization unit Faculty of Science
Doi http://dx.doi.org/10.1016/j.jmva.2019.05.002
UT WoS 000481565500034
Keywords in English Bootstrap; Covariance operator; Functional data; K-sample test; Partial observation; Principal components
Tags rivok
Tags International impact, Reviewed
Changed by Changed by: Mgr. Marie Šípková, DiS., učo 437722. Changed: 18/3/2020 14:07.
Abstract
In functional data analysis it is usually assumed that all functions are completely, densely or sparsely observed on the same domain. Recent applications have brought attention to situations where each functional variable may be observed only on a subset of the domain while no information about the function is available on the complement. Various advanced methods for such partially observed functional data have already been developed but, interestingly, some essential methods, such as K-sample tests of equal means or covariances and confidence intervals for eigenvalues and eigenfunctions, are lacking. Without requiring any complete curves in the data, we derive asymptotic distributions of estimators of the mean function, covariance operator and eigenelements and construct hypothesis tests and confidence intervals. To overcome practical difficulties with storing large objects in computer memory, which arise due to partial observation, we use the nonparametric bootstrap approach. The proposed methods are investigated theoretically, in simulations and on a fragmentary functional data set from medical research.
Links
GJ17-22950Y, research and development projectName: Statistická inference pro složité náhodné procesy v ekonometrickém modelování
Investor: Czech Science Foundation
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