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Tony</a>; <a href="/authors/yuan.ming.1" title="Author Profile">Yuan, Ming</a></div> <h2 class="title"> <strong>Optimal estimation of the mean function based on discretely sampled functional data: phase transition.</strong> <i>(English)</i> <a class="label nowrap" href="/1231.62040">Zbl 1231.62040</a> </h2> <div class="source"> <a href="/serials/319" title="Journal Profile">Ann. Stat.</a> <a href="/?q=in%3A295611" title="Articles in this Issue">39, No. 5, 2330-2355 (2011)</a>. </div> <div class="abstract">Summary: The problem of estimating the mean of random functions based on discretely sampled data arises naturally in functional data analysis. We study optimal estimation of the mean function under both common and independent designs. Minimax rates of convergence are established and easily implementable rate-optimal estimators are introduced. The analysis reveals interesting and different phase transition phenomena in the two cases. Under the common design, the sampling frequency solely determines the optimal rate of convergence when it is relatively small and the sampling frequency has no effect on the optimal rate when it is large. On the other hand, under the independent design, the optimal rate of convergence is determined jointly by the sampling frequency and the number of curves when the sampling frequency is relatively small. When it is large, the sampling frequency has no effect on the optimal rate. Another interesting contrast between the two settings is that smoothing is necessary under the independent design, while, somewhat surprisingly, it is not essential under the common design.</div> <div class="clear"></div> <br> <div class="citations"><div class="clear"><a href="/?q=rf%3A6008038">Cited in <strong>52</strong> Documents</a></div></div> <div class="classification"> <h3>MSC:</h3> <table><tr> <td> <a class="mono" href="/classification/?q=cc%3A62G05" title="MSC2020">62G05</a> </td> <td class="space"> Nonparametric estimation </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A62G20" title="MSC2020">62G20</a> </td> <td class="space"> Asymptotic properties of nonparametric inference </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A46N30" title="MSC2020">46N30</a> </td> <td class="space"> Applications of functional analysis in probability theory and statistics </td> </tr><tr> <td class="mono"> 65C60 </td> <td class="space"> Computational problems in statistics (MSC2010) </td> </tr></table> </div><div class="keywords"> <h3>Keywords:</h3><a href="/?q=ut%3Aminimax">minimax</a>; <a href="/?q=ut%3Arate+of+convergence">rate of convergence</a>; <a href="/?q=ut%3Areproducing+kernel+Hilbert+space">reproducing kernel Hilbert space</a>; <a href="/?q=ut%3Asmoothing+splines">smoothing splines</a>; <a href="/?q=ut%3ASobolev+space">Sobolev space</a></div> <div class="software"> <h3>Software:</h3><a href="/software/4511">fda (R)</a></div> <!-- Modal used to show zbmath metadata in different output formats--> <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;"> <!-- alert for connection errors etc --> </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function"> <!-- Button trigger metadata modal --> <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1231.62040" data-ciurl="/ci/06008038" data-biburl="/bibtex/06008038.bib" data-amsurl="/amsrefs/06008038.bib" data-xmlurl="/xml/06008038.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06008038.pdf" title="Zbl 1231.62040 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1214/11-AOS898" aria-label="DOI for “Optimal estimation of the mean function based on discretely sampled functional data: phase transition”" title="10.1214/11-AOS898">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/1202.5134"title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> <div class="references"> <h3>References:</h3> <table><tr> <td>[1]</td> <td class="space">Aronszajn, N. 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