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 |
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Hauptverfasser: | , , , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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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. |
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ISSN: | 0047-259X 1095-7243 |
DOI: | 10.1016/j.jmva.2009.04.001 |