Estimating Trajectories
Chow, Yunshyong
Ann. Statist., Tome 15 (1987) no. 1, p. 552-567 / Harvested from Project Euclid
Let $f$ be a continuously differentiable function from [0, 1] to the complex plane. Suppose that "at time $n$" we are given the random set $\{f(k/n) + e_{n, k}: 1 \leq k \leq n\}$, where the random errors $e_{n, k}$ are i.i.d. and $(\mathrm{Re} e_{n, 1}, \mathrm{Im} e_{n, 1})$ is $N \big( (0, 0), \sigma^2 \begin{pmatrix}1 & 0 \\ 0 & 1\end{pmatrix} \big)$ with $\sigma^2$ known. We do not know which datum belongs to which position $\theta = k/n, k = 1, 2, \cdots, n$. In general, $f$ cannot be determined. In this paper it is shown that a random set $T_n$ can be constructed such that with probability one, $T_n$ converges in the Hausdorff sense to the trajectory $f(\lbrack 0, 1 \rbrack)$.
Publié le : 1987-06-14
Classification:  Nonparametric estimation,  unlabelled data,  random set,  trajectory estimation,  62G05,  62J99
@article{1176350360,
     author = {Chow, Yunshyong},
     title = {Estimating Trajectories},
     journal = {Ann. Statist.},
     volume = {15},
     number = {1},
     year = {1987},
     pages = { 552-567},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350360}
}
Chow, Yunshyong. Estimating Trajectories. Ann. Statist., Tome 15 (1987) no. 1, pp.  552-567. http://gdmltest.u-ga.fr/item/1176350360/