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Partially observed functional data: The case of systematically missing parts

Liebl, Dominik ; Rameseder, Stefan



Abstract

New estimators for the mean and the covariance function for partially observed functional data are proposed using a detour via the fundamental theorem of calculus. The new estimators allow for a consistent estimation of the mean and covariance function under specific violations of the missing-completely-at-random assumption. The requirements of the estimation procedure can be tested using a ...

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