학술논문

$M$-estimation and deconvolution in a diffusion model with application to biosensor transdermal blood alcohol monitoring
Document Type
Working Paper
Source
Subject
Statistics - Applications
Statistics - Methodology
62F10 (Primary) 62F12, 62P10 (Secondary)
Language
Abstract
We develop $M$-estimation and deconvolution methodology with the goal of making well-founded statistical inference on an individual's blood alcohol level based on noisy measurements of their skin alcohol content. We first apply our results to a nonlinear least squares estimator of the key parameter that specifies the blood/skin alcohol relation in a diffusion model, and establish its existence, consistency, and asymptotic normality. To make inference on the unknown underlying blood alchohol curve, we develop a basis space deconvolution approach with regulazation, and determine the asymptotic distribution of the error process, thus allowing us to compute uniform confidence bands on the curve. Simulation studies show agreement between the performance of our curve estimators and their asymptotic distributions at low noise levels, and we apply our methods to a real skin alcohol data set collected via a transdermal biosensor.
Comment: 46 pages, 13 figures. This version adds a deconvolution method using a basis space approach with regularization in order to make inference on the true underlying blood alcohol curve, a subsequent derivation of the asymptotic error process and evaluations of the resulting theoretical uniform confidence bands via simulations