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arXiv 1105.2135math.STstat.MEstat.TH
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基于采样噪声函数数据的Horvitz-Thompson估计的置信带

Confidence bands for Horvitz-Thompson estimators using sampled noisy functional data

Hervé Cardot, David Degras, Etienne Josserand

摘要:

当函数数据的集合太大而无法穷尽地观察时,调查抽样技术提供了一种有效的方法来估计全局量,如总体平均函数。假设功能数据收集从一个有限总体根据概率抽样方案,与测量是离散的时间和噪声,我们建议首先平滑的采样轨迹与本地多项式,然后估计的平均函数与Horvitz-Thompson估计。在对总体规模、观测次数、轨迹的正则性、采样方案和平滑带宽等条件较弱的情况下,证明了连续函数空间中的一个中心极限定理.我们还建立了一个协方差函数估计的一致相合性,并应用前面的结果来建立均值函数的置信带。频带达到标称覆盖,并通过高斯过程模拟条件下的估计协方差函数。为了选择带宽,我们提出了一种交叉验证方法,占抽样权重。仿真研究评估我们的方法的性能,并强调采样方案和带宽选择的影响。

英文摘要:

When collections of functional data are too large to be exhaustively observed, survey sampling techniques provide an effective way to estimate global quantities such as the population mean function. Assuming functional data are collected from a finite population according to a probabilistic sampling scheme, with the measurements being discrete in time and noisy, we propose to first smooth the sampled trajectories with local polynomials and then estimate the mean function with a Horvitz-Thompson estimator. Under mild conditions on the population size, observation times, regularity of the trajectories, sampling scheme, and smoothing bandwidth, we prove a Central Limit theorem in the space of continuous functions. We also establish the uniform consistency of a covariance function estimator and apply the former results to build confidence bands for the mean function. The bands attain nominal coverage and are obtained through Gaussian process simulations conditional on the estimated covariance function. To select the bandwidth, we propose a cross-validation method that accounts for the sampling weights. A simulation study assesses the performance of our approach and highlights the influence of the sampling scheme and bandwidth choice.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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