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

DOI10.1007/S11222-009-9152-9zbMATH Open1254.62033arXiv0812.3252OpenAlexW2164844795MaRDI QIDQ692960FDOQ692960

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

Publication date: 6 December 2012

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

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.

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)

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Cited In (7)

• A robust algorithm for template curve estimation based on manifold embedding
• HOW FUNCTIONAL DATA CAN ENHANCE THE ESTIMATION OF HEALTH EXPECTANCY: THE CASE OF DISABLED SPANISH POPULATION
• Norm-preserving constraint in the Fisher–Rao registration and its application in signal estimation
• Estimation of the structural expectation of a stochastic function
• 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

Uses Software

• fda (R)

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