Estimation of a change-point in the mean function of functional data

The paper develops a comprehensive asymptotic theory for the estimation of a change-point in the mean function of functional observations. We consider both the case of a constant change size, and the case of a change whose size approaches zero, as the sample size tends to infinity. We show how the l...

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Veröffentlicht in:Journal of multivariate analysis 2009-11, Vol.100 (10), p.2254-2269
Hauptverfasser: Aue, Alexander, Gabrys, Robertas, Horváth, Lajos, Kokoszka, Piotr
Format: Artikel
Sprache:eng
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Zusammenfassung:The paper develops a comprehensive asymptotic theory for the estimation of a change-point in the mean function of functional observations. We consider both the case of a constant change size, and the case of a change whose size approaches zero, as the sample size tends to infinity. We show how the limit distribution of a suitably defined change-point estimator depends on the size and location of the change. The theoretical insights are confirmed by a simulation study which illustrates the behavior of the estimator in finite samples.
ISSN:0047-259X
1095-7243
DOI:10.1016/j.jmva.2009.04.001