• 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
  • Pages
    16
  • From page
    2254
  • To page
    2269
  • 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
  • Serial Year
    2009
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1565286