函数型部分线性复合分位数回归模型的估计

Estimation in Functional Partial Linear Composite Quantile Regression Model

  • 摘要: 本文研究函数型部分线性复合分位数回归模型的估计问题. 我们采用函数型主成分分析方法分析斜率函数, 回归样条逼近非参数函数. 在相当宽松的条件下给出斜率函数和非参数函数的收敛速度. 最后通过理论模拟和实例分析来评价我们提出的方法.

     

    Abstract: This paper studies estimation in functional partial linear composite quantile regression model in which the dependent variable is related to both a function-valued random variable in linear form and a real-valued random variable in nonparametric form. The functional principal component analysis and regression splines are employed to estimate the slope function and the nonparametric function respectively, and the convergence rates of the estimators are obtained under some regularity conditions. Simulation studies and a real data example are presented for illustration of the performance of the proposed estimators.

     

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