Recursive estimation in a class of models of deformation

DOI10.1016/J.JSPI.2013.10.009MaRDI QIDQ389306zbMATH OpenOpenAlexFDO

Authors Philippe Fraysse

Publication date 20 January 2014

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1205.0880

zbMATH Keywords

asymptotic propertiessemiparametric estimationestimation of a regression functionestimation of translation and scale parameters

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Stochastic approximation (62L20)

Abstract: The paper deals with the statistical analysis of several data sets associated with shape invariant models with different translation, height and scaling parameters. We propose to estimate these parameters together with the common shape function. Our approach extends the recent work of Bercu and Fraysse to multivariate shape invariant models. We propose a very efficient Robbins-Monro procedure for the estimation of the translation parameters and we use these estimates in order to evaluate scale parameters. The main pattern is estimated by a weighted Nadaraya-Watson recursive estimator. We provide almost sure convergence and asymptotic normality for all estimators. Finally, we illustrate the convergence of our estimation procedure on simulated data as well as on real ECG data.

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Cited in

(6)

• scientific article; zbMATH DE number 1434136 (Why is no real title available?)
• Semiparametric shape-invariant models for periodic data
• Estimation of the distribution of random shifts deformation
• scientific article; zbMATH DE number 750678 (Why is no real title available?)
• Model estimation in nonlinear regression under shape invariance
• Bayesian methods for the shape invariant model

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• fda (R)
• gss

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