{"title":"Change point analysis of functional variance function with stationary error","authors":"Qirui Hu","doi":"10.1016/j.jmva.2024.105311","DOIUrl":null,"url":null,"abstract":"<div><p>An asymptotically correct test for an abrupt break in functional variance function of measurement error in the functional sequence and the confidence interval of change point is constructed. Under general assumptions, the test and detection procedure conducted by Spline-backfitted kernel smoothing, i.e., recovering trajectories with B-spline and estimating variance function with kernel regression, enjoy oracle efficiency, namely, the proposed procedure is asymptotically indistinguishable from that with accurate trajectories. Furthermore, a consistent algorithm for multiple change points based on the binary segment is derived. Extensive simulation studies reveal a positive confirmation of the asymptotic theory. The proposed method is applied to analyze EEG data.</p></div>","PeriodicalId":1,"journal":{"name":"Accounts of Chemical Research","volume":null,"pages":null},"PeriodicalIF":16.4000,"publicationDate":"2024-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Accounts of Chemical Research","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0047259X24000186","RegionNum":1,"RegionCategory":"化学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"CHEMISTRY, MULTIDISCIPLINARY","Score":null,"Total":0}
引用次数: 0
Abstract
An asymptotically correct test for an abrupt break in functional variance function of measurement error in the functional sequence and the confidence interval of change point is constructed. Under general assumptions, the test and detection procedure conducted by Spline-backfitted kernel smoothing, i.e., recovering trajectories with B-spline and estimating variance function with kernel regression, enjoy oracle efficiency, namely, the proposed procedure is asymptotically indistinguishable from that with accurate trajectories. Furthermore, a consistent algorithm for multiple change points based on the binary segment is derived. Extensive simulation studies reveal a positive confirmation of the asymptotic theory. The proposed method is applied to analyze EEG data.
期刊介绍：
Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance.
Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.
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