6533b831fe1ef96bd1299a34

RESEARCH PRODUCT

Uniform convergence and asymptotic confidence bands for model-assisted estimators of the mean of sampled functional data

Camelia GogaPauline LardinHervé Cardot

subject

Statistics and ProbabilityMean squared errorMathematics - Statistics TheoryStatistics Theory (math.ST)Hájek estimator62D05; 62E20 62M9901 natural sciences010104 statistics & probabilityMinimum-variance unbiased estimatorBias of an estimator[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]60F050502 economics and businessStatisticsConsistent estimatorFOS: Mathematicscovariance functionHorvitz-Thompson estimator[ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST]62L200101 mathematicssurvey sampling050205 econometrics Variance functionMathematicsGREG05 social sciencesEstimator[STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]calibration[ STAT.TH ] Statistics [stat]/Statistics Theory [stat.TH]linear interpolation.linear interpolationEfficient estimatorStatistics Probability and Uncertaintyfunctional linear modelInvariant estimator

description

When the study variable is functional and storage capacities are limited or transmission costs are high, selecting with survey sampling techniques a small fraction of the observations is an interesting alternative to signal compression techniques, particularly when the goal is the estimation of simple quantities such as means or totals. We extend, in this functional framework, model-assisted estimators with linear regression models that can take account of auxiliary variables whose totals over the population are known. We first show, under weak hypotheses on the sampling design and the regularity of the trajectories, that the estimator of the mean function as well as its variance estimator are uniformly consistent. Then, under additional assumptions, we prove a functional central limit theorem and we assess rigorously a fast technique based on simulations of Gaussian processes which is employed to build asymptotic confidence bands. The accuracy of the variance function estimator is evaluated on a real dataset of sampled electricity consumption curves measured every half an hour over a period of one week.

https://hal.archives-ouvertes.fr/hal-00691943v2/document