Simultaneous confidence band for stationary covariance function of dense functional data
Simultaneous confidence band for stationary covariance function of dense functional data
复制标题
稠密函数数据的平稳协方差函数的同时置信带
DOI：
10.1016/j.jmva.2019.104584
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发表时间：
2019-03
影响因子：
1.6
通讯作者：
Yang Lijian
中科院分区：
文献类型：
--
作者：
Wang Jiangyan;Cao Guanqun;Wang Li;Yang Lijian
The inference via simultaneous confidence band is studied for stationary covariance function of dense functional data. A two-stage estimation procedure is proposed based on spline approximation, the first stage involving estimation of all the individual trajectories and the second stage involving estimation of the covariance function through smoothing the empirical covariance function. The proposed covariance estimator is smooth and as efficient as the oracle estimator when all individual trajectories are known. An asymptotic simultaneous confidence band (SCB) is developed for the true covariance function, and the coverage probabilities are shown to be asymptotically correct. Intensive simulation experiments are conducted to demonstrate the performance of the proposed estimator and SCB. The proposed method is also illustrated with a real data example.
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