
arXiv: 0712.1936
We observe a large number of functions differing from each other only by a translation parameter. While the main pattern is unknown, we propose to estimate the shift parameters using $M$-estimators. Fourier transform enables to transform this statistical problem into a semi-parametric framework. We study the convergence of the estimator and provide its asymptotic behavior. Moreover, we use the method in the applied case of velocity curve forecasting.
Published in at http://dx.doi.org/10.1214/07-EJS026 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Semi-parametric estimation, M-estimation, [SDV]Life Sciences [q-bio], Mathematics - Statistics Theory, Empirical process, Statistics Theory (math.ST), 310, 510, [SDV] Life Sciences [q-bio], [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], 60G17, 60G17 (Primary) 62G07 (Secondary), Fourier transform, 62G07, FOS: Mathematics, [SDV.BV]Life Sciences [q-bio]/Vegetal Biology, [SDV.BV] Life Sciences [q-bio]/Vegetal Biology, 62G05 (62F10 62G20)
Semi-parametric estimation, M-estimation, [SDV]Life Sciences [q-bio], Mathematics - Statistics Theory, Empirical process, Statistics Theory (math.ST), 310, 510, [SDV] Life Sciences [q-bio], [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], 60G17, 60G17 (Primary) 62G07 (Secondary), Fourier transform, 62G07, FOS: Mathematics, [SDV.BV]Life Sciences [q-bio]/Vegetal Biology, [SDV.BV] Life Sciences [q-bio]/Vegetal Biology, 62G05 (62F10 62G20)
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