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Inference for dependent error functional data with application to event-related potentials

Author

Listed:
  • Kun Huang

    (Tsinghua University)

  • Sijie Zheng

    (Tsinghua University)

  • Lijian Yang

    (Tsinghua University)

Abstract

Estimation and testing is studied for functional data with temporally dependent errors, an interesting example of which is the event-related potential (ERP). B-spline estimators are formulated for individual smooth trajectories and their population mean as well. The mean estimator is shown to be oracally efficient in the sense that it is as efficient as the infeasible mean estimator if all trajectories had been fully observed without contamination of errors. The oracle efficiency entails asymptotically correct simultaneous confidence band (SCB) for the mean function, which is useful for making inference on the global shape of the mean. Extensive simulation experiments with various time series errors and functional principal components confirm the theoretical conclusions. For a moderate-sized ERP data set, multiple comparison is made by constructing paired SCBs among four different stimuli, over three components N450, N1, and N2 separately or simultaneously, leading to interesting findings.

Suggested Citation

  • Kun Huang & Sijie Zheng & Lijian Yang, 2022. "Inference for dependent error functional data with application to event-related potentials," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 1100-1120, December.
    • Handle: RePEc:spr:testjl:v:31:y:2022:i:4:d:10.1007_s11749-022-00820-3
    DOI: 10.1007/s11749-022-00820-3
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    References listed on IDEAS

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