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

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

2008-12-17

arxiv.org/abs/0812.3252v1

Mathematics

Statistics Theory

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Non parametric estimation of the structural expectation of a stochastic increasing function does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Non parametric estimation of the structural expectation of a stochastic increasing function, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Non parametric estimation of the structural expectation of a stochastic increasing function will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-94810