Non parametric estimation of the structural expectation of a stochastic increasing function

DOI10.1007/S11222-009-9152-9MaRDI QIDQ692960zbMATH OpenOpenAlexFDO

Authors Jean-François Dupuy, Jean-Michel Loubes, Elie Maza

Publication date 6 December 2012

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0812.3252

zbMATH Keywords

functional data analysiscurve registrationnonparametric warping model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Abstract: This article introduces a non parametric warping model for functional data. When the outcome of an experiment is a sample of curves, data can be seen as realizations of a stochastic process, which takes into account the small variations between the different observed curves. The aim of this work is to define a mean pattern which represents the main behaviour of the set of all the realizations. So we define the structural expectation of the underlying stochastic function. Then we provide empirical estimators of this structural expectation and of each individual warping function. Consistency and asymptotic normality for such estimators are proved.

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Cited in

(9)

• A robust algorithm for template curve estimation based on manifold embedding
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• Norm-preserving constraint in the Fisher-Rao registration and its application in signal estimation
• Amendments and corrections: ``Nonparametric maximum likelihood estimation of the structural mean of a sample of curves
• How functional data can enhance the estimation of health expectancy: the case of disabled Spanish population
• Distribution's template estimate with Wasserstein metrics
• Nonlinear mixed effects modeling and warping for functional data using B-splines
• A parametric registration model for warped distributions with Wasserstein's distance
• Nonparametric maximum likelihood estimation of the structural mean of a sample of curves

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