Abstract
In this paper, we consider aggregated functional data composed by a linear combination of component curves and the problem of estimating these component curves. We propose the application of a bayesian wavelet shrinkage rule based on a mixture of a point mass function at zero and the logistic distribution as prior to wavelet coefficients to estimate mean curves of components. This procedure has the advantage of estimating component functions with important local characteristics such as discontinuities, spikes and oscillations for example, due the features of wavelet basis expansion of functions. Simulation studies were done to evaluate the performance of the proposed method, and its results are compared with a spline-based method. An application on the so-called Tecator dataset is also provided.
Funding source: Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
Award Identifier / Grant number: 001
Funding statement: This study was financed in part by the Coordenação de Aperfeiçoamento de Pessoal de Nível Superior – Brasil (CAPES) – Finance Code 001.
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