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 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.
Year of publication: |
2009
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Authors: | Aue, Alexander ; Gabrys, Robertas ; Horváth, Lajos ; Kokoszka, Piotr |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 100.2009, 10, p. 2254-2269
|
Publisher: |
Elsevier |
Keywords: | Change-point estimation Mean function Functional data analysis |
Saved in:
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