M-based simultaneous inference for the mean function of functional data
From MaRDI portal
Publication:2000741
DOI10.1007/s10463-018-0656-yzbMath1419.62110OpenAlexW3015602900MaRDI QIDQ2000741
Italo R. Lima, Guanqun Cao, Nedret Billor
Publication date: 28 June 2019
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-018-0656-y
Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Nonparametric robustness (62G35) Nonparametric tolerance and confidence regions (62G15)
Related Items
Robust optimal estimation of location from discretely sampled functional data ⋮ On mean derivative estimation of longitudinal and functional data: from sparse to dense ⋮ Robust deep neural network estimation for multi-dimensional functional data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust functional principal components: a projection-pursuit approach
- Recent advances in functional data analysis and related topics. Selected papers based on the presentations at the international workshop on functional and operatorial statistics (IWFOS'2011), Santander, Spain, June 16--18, 2011.
- Conditional growth charts. (With discussion and rejoinder)
- Asymptotics for M-type smoothing splines
- Additive regression and other nonparametric models
- Robust principal component analysis for functional data. (With comments)
- Robust functional linear regression based on splines
- \(M\)-type smoothing spline estimators for principal functions
- Robust simultaneous inference for the mean function of functional data
- A simultaneous confidence corridor for varying coefficient regression with sparse functional data
- Simultaneous confidence interval for quantile regression
- Functional data analysis.
- Simultaneous inference for the mean function based on dense functional data
- Dispersion operators and resistant second-order functional data analysis
- Statistical Analysis of Financial Data in S-Plus
- Robust functional estimation using the median and spherical principal components
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- S-Estimators for Functional Principal Component Analysis
- Robust Statistics
- Robust Estimation of a Location Parameter