Search results for "Functional linear model"

showing 2 items of 2 documents

Estimate the mean electricity consumption curve by survey and take auxiliary information into account

2012

In this thesis, we are interested in estimating the mean electricity consumption curve. Since the study variable is functional and storage capacities are limited or transmission cost are high survey sampling techniques are interesting alternatives to signal compression techniques. We extend, in this functional framework, estimation methods that take into account available auxiliary information and that can improve the accuracy of the Horvitz-Thompson estimator of the mean trajectory. The first approach uses the auxiliary information at the estimation stage, the mean curve is estimated using model-assisted estimators with functional linear regression models. The second method involves the au…

Model-assisted estimator[ MATH.MATH-GM ] Mathematics [math]/General Mathematics [math.GM]Unequal probability sampling without replacement[MATH.MATH-GM] Mathematics [math]/General Mathematics [math.GM]Functional linear modelCovariance functionFunctional central limit theoremConfidence bandFunctional dataBootstrapSurvey sampling[MATH.MATH-GM]Mathematics [math]/General Mathematics [math.GM]Théorème central limite fonctionnelDonnées fonctionnellesHajek variance approximationFonction de covariancePlan à probabilités inégales sans remiseEstimateur de Horvitz-ThompsonModèle linéaire fonctionnelApproximation de HájekHorvitz-Thompson estimatorSondageBande de confianceEstimateur model-assisted
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Uniform convergence and asymptotic confidence bands for model-assisted estimators of the mean of sampled functional data

2013

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 …

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
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