Abstract

The asymptotically correct confidence interval (CI) and simultaneous confidence band (SCB) of any individual eigenvalue and eigenfunction are constructed under dense functional data through B-spline smoothing. Besides, uniform inference procedures for eigensystems with a diverging number of components are novelly developed. The proposed estimators for functional eigensystems employ “oracle” efficiency up to order n, which means they are asymptotically indistinguishable from the estimators conducted by completely observed trajectories, and enjoy computational efficiency with much more convenient spectrum decomposition forms. Furthermore, an extension to two-sample problems is also investigated. Numerical simulation results strongly corroborate the asymptotic theory. Real data analysis for ElectroEncephalogram (EEG) data illustrates applicability of the developed methods.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.