Advanced Search
MyIDEAS: Login

Asymptotic distributions of nonparametric regression estimators for longitudinal or functional data

Contents:

Author Info

  • Yao, Fang
Registered author(s):

    Abstract

    The estimation of a regression function by kernel method for longitudinal or functional data is considered. In the context of longitudinal data analysis, a random function typically represents a subject that is often observed at a small number of time points, while in the studies of functional data the random realization is usually measured on a dense grid. However, essentially the same methods can be applied to both sampling plans, as well as in a number of settings lying between them. In this paper general results are derived for the asymptotic distributions of real-valued functions with arguments which are functionals formed by weighted averages of longitudinal or functional data. Asymptotic distributions for the estimators of the mean and covariance functions obtained from noisy observations with the presence of within-subject correlation are studied. These asymptotic normality results are comparable to those standard rates obtained from independent data, which is illustrated in a simulation study. Besides, this paper discusses the conditions associated with sampling plans, which are required for the validity of local properties of kernel-based estimators for longitudinal or functional data.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.sciencedirect.com/science/article/B6WK9-4M0J4CN-1/2/35df92ef2280228111673e4a15011caf
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 98 (2007)
    Issue (Month): 1 (January)
    Pages: 40-56

    as in new window
    Handle: RePEc:eee:jmvana:v:98:y:2007:i:1:p:40-56

    Contact details of provider:
    Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description

    Order Information:
    Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
    Web: https://shop.elsevier.com/order?id=622892&ref=622892_01_ooc_1&version=01

    Related research

    Keywords: Asymptotic distribution Covariance Functional data Longitudinal data Regression Within-subject correlation;

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. Cardot, Hervé & Ferraty, Frédéric & Sarda, Pascal, 1999. "Functional linear model," Statistics & Probability Letters, Elsevier, vol. 45(1), pages 11-22, October.
    2. Yao, Fang & Muller, Hans-Georg & Wang, Jane-Ling, 2005. "Functional Data Analysis for Sparse Longitudinal Data," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 577-590, June.
    3. Ramsay, James O. & Ramsey, James B., 2002. "Functional data analysis of the dynamics of the monthly index of nondurable goods production," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 327-344, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Degras, David, 2008. "Asymptotics for the nonparametric estimation of the mean function of a random process," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 2976-2980, December.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:98:y:2007:i:1:p:40-56. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.