Showing 1 - 10 of 348
We propose robust inference tools for functional data based on the notion of depth for curves. We extend the ideas of trimmed regions, contours and central regions to functions and study their structural properties and asymptotic behavior. Next, we introduce a scale curve to describe dispersion...
Persistent link: https://www.econbiz.de/10005417121
The statistical analysis of functional data is a growing need in many research areas. We propose a new depth notion for functional observations based on the graphic representation of the curves. Given a collection of functions, it allows to establish the centrality of a function and provides a...
Persistent link: https://www.econbiz.de/10005767703
Classification is an important task when data are curves. Recently, the notion of statistical depth has been extended to deal with functional observations. In this paper, we propose robust procedures based on the concept of depth to classify curves. These techniques are applied to a real data...
Persistent link: https://www.econbiz.de/10005196586
Persistent link: https://www.econbiz.de/10005165603
We propose using the integrated periodogram to classify time series. The method assigns a new element to the group minimizing the distance from the integrated periodogram of the element to the group mean of integrated periodograms. Local computation of these periodograms allows the application...
Persistent link: https://www.econbiz.de/10005417130
In the context of functional data analysis, we propose a new method to test the homogeneity of families of functions. Based on some well-known depth measures, we construct four different statistics in order to measure distance between the two families. A simulation study is performed to check...
Persistent link: https://www.econbiz.de/10010737497
Measuring dependence is a basic question when dealing with functional observations. The usual correlation for curves is not robust. Kendall's coefficient is a natural description of dependence between finite dimensional random variables. We extend this concept to functional observations. Given a...
Persistent link: https://www.econbiz.de/10010861860
We present a notion of Spearman's coefficient for functional data that extends the classical bivariate concept to situations where the observed data are curves generated by a stochastic process. Since Spearman's coefficient for bivariate samples is based on the natural data ordering in dimension...
Persistent link: https://www.econbiz.de/10010861863
Functional Regression has been an active subject of research in the last two decades but still lacks a secure variable selection methodology. Lasso is a well known effective technique for parameters shrinkage and variable selection in regression problems. In this work we generalize the Lasso...
Persistent link: https://www.econbiz.de/10010861877
A popular approach for classifying functional data is based on the distances from the function or its derivatives to group representative (usually the mean) functions or their derivatives. In this paper, we propose using a combination of those distances. Simulation studies show that our...
Persistent link: https://www.econbiz.de/10008505989