Estimating with kernel smoothers the mean of functional data in a finite population setting. A note on variance estimation in presence of partially observed trajectories

DOI10.1016/J.SPL.2015.01.025MaRDI QIDQ2344883zbMATH OpenOpenAlexFDO

Authors Hervé Cardot, Anne De Moliner, Camelia Goga

Publication date 18 May 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.4105

zbMATH Keywords

functional datanonparametric estimationmissing valuessurvey samplingHorvitz-Thompson estimatorHájek estimator

Mathematics Subject Classification ID

Density estimation (62G07) Sampling theory, sample surveys (62D05)

Abstract: In the near future, millions of load curves measuring the electricity consumption of French households in small time grids (probably half hours) will be available. All these collected load curves represent a huge amount of information which could be exploited using survey sampling techniques. In particular, the total consumption of a specific cus- tomer group (for example all the customers of an electricity supplier) could be estimated using unequal probability random sampling methods. Unfortunately, data collection may undergo technical problems resulting in missing values. In this paper we study a new estimation method for the mean curve in the presence of missing values which consists in extending kernel estimation techniques developed for longitudinal data analysis to sampled curves. Three nonparametric estimators that take account of the missing pieces of trajectories are suggested. We also study pointwise variance estimators which are based on linearization techniques. The particular but very important case of stratified sampling is then specifically studied. Finally, we discuss some more practical aspects such as choosing the bandwidth values for the kernel and estimating the probabilities of observation of the trajectories.

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Cites work

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Cited in

(1)

• Estimation of total electricity consumption curves by sampling in a finite population when some trajectories are partially unobserved

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