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Abstract:
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Quantifying uncertainty using confidence regions is a central goal of statistical inference. Despite this, methodologies for confidence bands in Functional Data Analysis are underdeveloped compared to estimation and hypothesis testing. In this presentation we consider a major leap forward in this area by presenting a new methodology for constructing simultaneous confidence bands for functional parameter estimates. These bands possess a number of striking qualities, but one option for choosing them we find especially interesting is the concept of fair bands, which allows us to do fair (or equitable) inference over subintervals and could be especially useful in longitudinal studies over long time scales. Our bands are constructed by integrating and extending tools from Random Field Theory, an area that has yet to overlap with Functional Data Analysis.
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