具有静态误差的函数方差函数的变化点分析

IF 1.4 3区 数学 Q2 STATISTICS & PROBABILITY
Qirui Hu
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引用次数: 0

摘要

构建了一个渐近正确的函数序列中测量误差的函数方差函数突然中断的检验方法和变化点的置信区间。在一般假设条件下,用 B-样条曲线恢复轨迹和核回归估计方差函数的 Spline-backfitted 核平滑法进行的检验和检测程序具有 Oracle 效率,即所提出的程序与使用精确轨迹的程序在渐近上没有区别。此外,还推导出一种基于二元段的多变化点一致算法。广泛的模拟研究表明,渐近理论得到了积极的证实。所提出的方法被应用于分析脑电图数据。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Change point analysis of functional variance function with stationary error

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.

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来源期刊
Journal of Multivariate Analysis
Journal of Multivariate Analysis 数学-统计学与概率论
CiteScore
2.40
自引率
25.00%
发文量
108
审稿时长
74 days
期刊介绍: Founded in 1971, the Journal of Multivariate Analysis (JMVA) is the central venue for the publication of new, relevant methodology and particularly innovative applications pertaining to the analysis and interpretation of multidimensional data. The journal welcomes contributions to all aspects of multivariate data analysis and modeling, including cluster analysis, discriminant analysis, factor analysis, and multidimensional continuous or discrete distribution theory. Topics of current interest include, but are not limited to, inferential aspects of Copula modeling Functional data analysis Graphical modeling High-dimensional data analysis Image analysis Multivariate extreme-value theory Sparse modeling Spatial statistics.
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