Semi-parametric estimation of shifts
| dc.creator | Gamboa, Fabrice | |
| dc.creator | Loubes, Jean-Michel | |
| dc.creator | Maza, Elie | |
| dc.date | 2007-12-12 | |
| dc.date.accessioned | 2026-07-07T08:49:28Z | |
| dc.date.available | 2026-07-07T08:49:28Z | |
| dc.description | 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. | |
| dc.description | 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) | |
| dc.identifier | https://arxiv.org/abs/0712.1936 | |
| dc.identifier | http://arxiv.org/abs/0712.1936 | |
| dc.identifier | Electronic Journal of Statistics 2007, Vol. 1, 616-640 | |
| dc.identifier | doi:10.1214/07-EJS026 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/144311 | |
| dc.subject | Statistics Theory | |
| dc.subject | 60G17 (Primary) 62G07 (Secondary) | |
| dc.title | Semi-parametric estimation of shifts | |
| dc.type | text |