Optimal weighting schemes for longitudinal and functional data

Xiaoke Zhang and Jane-Ling Wang

Statistics & Probability Letters, 2018, vol. 138, issue C, 165-170

Abstract: We propose optimal weighting schemes for both mean and covariance estimations for functional data based on local linear smoothing such that the L2 rate of convergence is minimized. These schemes can self-adjust to the sampling plan and lead to practical improvements.

Keywords: Local linear smoothers; Non-dense functional data; Dense functional data; Ultra-dense functional data; Mixture weighting schemes (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2018.03.007

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