Simultaneous Confidence Band for Sparse Longitudinal Regression Curve

Series
Stochastics Seminar
Time
Thursday, November 19, 2009 - 3:00pm for 1 hour (actually 50 minutes)
Location
Skiles 269
Speaker
Lijian Yang – Michigan State University
Organizer
Yuri Bakhtin
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.