Title of article :
Estimation of a change-point in the mean function of functional data
Author/Authors :
Aue، نويسنده , , Alexander and Gabrys، نويسنده , , Robertas and Horvلth، نويسنده , , Lajos and Kokoszka، نويسنده , , Piotr، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2009
Abstract :
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.
Keywords :
Change-point estimation , Mean function , functional data analysis
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis