JSM 2004 Online Program

Abstract #300758

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Activity Number:	118
Type:	Contributed
Date/Time:	Monday, August 9, 2004 : 10:30 AM to 12:20 PM
Sponsor:	IMS
Abstract - #300758
Title:	Curve Aggregation
Author(s):	Florentina Bunea and Hernando Ombao and Anna Auguste*+
Companies:	Florida State University and University of Illinois and Florida State University
Address:	Dept. of Statistics, OSB #214, Tallahassee, FL, 32306-4330,
Keywords:	aggregation ; Oracle inequalities ; time series ; nonparametric regression ; log spectrum
Abstract:	We study the problem of estimating the population log spectrum when the data consists in a collection of curves assumed to follow a stationary time series. We show that this can be re-casted as an aggregation problem in nonparametric regression models and we suggest a penalized least squares approach to the problem. The resulting estimator achieves optimal rates of aggregation, in the minimax sense. Our method is then applied to an EEG dataset obtained from patients suffering from depression.

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