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This article defines and studies a depth for multivariate functional data. By the multivariate nature and by including a weight function, it acknowledges important characteristics of functional data, namely differences in the amount of local amplitude, shape, and phase variation. We study both...
Persistent link: https://www.econbiz.de/10010824030
Persistent link: https://www.econbiz.de/10010947115
Functional data that are not perfectly aligned in the sense of not showing peaks and valleys at the precise same locations possess phase variation. This is commonly addressed by preprocessing the data via a warping procedure. As opposed to treating phase variation as a nuisance effect, it is...
Persistent link: https://www.econbiz.de/10010574461
Warping is an approach to the reduction and analysis of phase variability in functional observations, by applying a smooth bijection to the function argument. We propose a natural representation of warping functions in terms of a new type of elementary functions named 'warping component...
Persistent link: https://www.econbiz.de/10008670652
Nonparametric tests for the null hypothesis that a function has a prescribed form are developed and applied to data sets with missing observations. Omnibus nonparametric tests such as the order selection tests, do not need to specify a particular alternative parametric form, and have power...
Persistent link: https://www.econbiz.de/10008462369
Frailty models account for the clustering present in grouped event time data. A proportional hazards model with shared frailties expresses the hazard for each subject. Often a one-parameter gamma distribution is assumed for the frailties. In this paper we construct formal goodness-of-fit tests...
Persistent link: https://www.econbiz.de/10014164486
Frailty models account for the clustering present in grouped event time data. A proportional hazards model with shared frailties expresses the hazard for each subject. Often a one-parameter gamma distribution is assumed for the frailties. In this paper we construct formal goodness-of-fit tests...
Persistent link: https://www.econbiz.de/10014164487
Phase variation in functional data obscures the true amplitude variation when a typical cross-sectional analysis of these responses would be performed. Time warping or curve registration aims at eliminating the phase variation, typically by applying a transformation, the warping function 'pi' ,...
Persistent link: https://www.econbiz.de/10013137721
A multivariate depth for functional data is defined and studied. By the multivariate nature and by including a weight function, it acknowledges important characteristics of functional data, namely differences in the amount of local amplitude, shape and phase variation. Both population and finite...
Persistent link: https://www.econbiz.de/10013083854
We develop nonparametric tests for the null hypothesis that a function has a prescribed form, to apply to data sets with missing observations. Omnibus nonparametric tests do not need to specify a particular alternative parametric form, and have power against a large range of alternatives, the...
Persistent link: https://www.econbiz.de/10013158329