FRAYSSE, Philippe

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FRAYSSE, Philippe
Advanced Learning Evolutionary Algorithms [ALEA]

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Document de travail - Pré-publication

Résumé en anglais

The paper deals with the statistical analysis of several data sets as- sociated with shape invariant models with different translation, height and scaling parameters. We propose to estimate these parameters together with the common shape function. Our approach extends the recent work of Bercu and Fraysse to multivariate shape invariant models. We propose a very efficient Robbins-Monro procedure for the estimation of the translation parameters and we use these esti- mates in order to evaluate scale parameters. The main pattern is estimated by a weighted Nadaraya-Watson estimator. We provide almost sure convergence and asymptotic normality for all estimators. Finally, we illustrate the convergence of our estimation procedure on simulated data as well as on real ECG data.< Réduire

Mots clés en anglais

Semiparametric estimation

estimation of shifts

estimation of a regression function

asymptotic properties

Origine

Importé de hal

Unités de recherche

Institut de Mathématiques de Bordeaux (IMB) - UMR 5251