کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146805 1489695 2009 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Estimation of a change-point in the mean function of functional data
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Estimation of a change-point in the mean function of functional data
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 100, Issue 10, November 2009, Pages 2254–2269
نویسندگان
, , , ,