Simultaneous Confidence Band for Sparse Longitudinal Regression Curve

Stochastics Seminar
Thursday, November 19, 2009 - 15:00
1 hour (actually 50 minutes)
Skiles 269
Michigan State University
Recently functional data analysis has received considerable attention in statistics research and a number of successful applications have been reported, but there has been no results on the inference of the global shape of the mean regression curve. In this paper, asymptotically simultaneous confidence band is obtained for the mean trajectory curve based on sparse longitudinal data, using piecewise constant spline estimation. Simulation experiments corroborate the asymptotic theory.