Simultaneous confidence bands for nonparametric regression with functional data
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Publication:3097908
DOI10.5705/SS.2009.207zbMATH Open1225.62052arXiv0908.1980OpenAlexW2962926401MaRDI QIDQ3097908FDOQ3097908
Authors: David Degras 
Publication date: 10 November 2011
Published in: STATISTICA SINICA (Search for Journal in Brave)
Abstract: We consider nonparametric regression in the context of functional data, that is, when a random sample of functions is observed on a fine grid. We obtain a functional asymptotic normality result allowing to build simultaneous confidence bands (SCB) for various estimation and inference tasks. Two applications to a SCB procedure for the regression function and to a goodness-of-fit test for curvilinear regression models are proposed. The first one has improved accuracy upon the other available methods while the second can detect local departures from a parametric shape, as opposed to the usual goodness-of-fit tests which only track global departures. A numerical study of the SCB procedures and an illustration with a speech data set are provided.
Full work available at URL: https://arxiv.org/abs/0908.1980
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Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)
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