Mean and Covariance Estimation for Functional Snippets

@article{Lin2022MeanAC,
  title={Mean and Covariance Estimation for Functional Snippets},
  author={Zhenhua Lin and Jane-ling Wang},
  journal={Journal of the American Statistical Association},
  year={2022},
  volume={117},
  pages={348 - 360}
}
Abstract We consider estimation of mean and covariance functions of functional snippets, which are short segments of functions possibly observed irregularly on an individual specific subinterval that is much shorter than the entire study interval. Estimation of the covariance function for functional snippets is challenging since information for the far off-diagonal regions of the covariance structure is completely missing. We address this difficulty by decomposing the covariance function into a… 
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