Nedret Billor - Colloquium Speaker

Professor, Department of Mathematics and Statistics, Auburn University
Date: 
Thursday, March 8, 2018 - 3:30pm
Colloquium Title: 
Robust simultaneous inference for the mean function of functional data
Location: 
Reception at 3:00 p.m. in 241 SH / Talk at 3:30 in 61 SH

Nedret BillorAbstract:

A substantial amount of attention has been drawn to the field of functional data analysis since many scientific fields involving applied statistics have started measuring and recording massive continuous data due to rapid technological advancements. While the study of the probabilistic tools for infinite dimensional variables started at the beginning of the 20th century, research on the development of statistical methods for functional data started only in the last two decades. Further, these developed methods mainly require homogeneity of data, namely free of outliers. However, functional data present new challenges when studying outlier contaminated datasets. In this talk, we will discuss robust simultaneous inference for the mean function based on polynomial splines, together with robust simultaneous confidence bands, and the asymptotic properties of the proposed robust estimator. The robust simultaneous confidence band is also extended to the difference of the mean functions of two populations. The performance of the proposed robust methods and their robustness are demonstrated by an extensive simulation study and real data examples.