Inference for dependent error functional data with application to event-related potentials

Kun Huang, Sijie Zheng and Lijian Yang
Additional contact information
Kun Huang: Tsinghua University
Sijie Zheng: Tsinghua University

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2022, vol. 31, issue 4, No 10, 1100-1120

Abstract: Abstract Estimation and testing is studied for functional data with temporally dependent errors, an interesting example of which is the event-related potential (ERP). B-spline estimators are formulated for individual smooth trajectories and their population mean as well. The mean estimator is shown to be oracally efficient in the sense that it is as efficient as the infeasible mean estimator if all trajectories had been fully observed without contamination of errors. The oracle efficiency entails asymptotically correct simultaneous confidence band (SCB) for the mean function, which is useful for making inference on the global shape of the mean. Extensive simulation experiments with various time series errors and functional principal components confirm the theoretical conclusions. For a moderate-sized ERP data set, multiple comparison is made by constructing paired SCBs among four different stimuli, over three components N450, N1, and N2 separately or simultaneously, leading to interesting findings.

Keywords: B-spline; Event-related potentials; Oracle efficiency; Simultaneous confidence band; Stimulus; 62M86; 62P15; 62G05; 62G20 (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://link.springer.com/10.1007/s11749-022-00820-3 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:testjl:v:31:y:2022:i:4:d:10.1007_s11749-022-00820-3

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/11749/PS2

DOI: 10.1007/s11749-022-00820-3

Access Statistics for this article

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research is currently edited by Alfonso Gordaliza and Ana F. Militino

More articles in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research from Springer, Sociedad de Estadística e Investigación Operativa
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().