Functional partially linear quantile regression model

Metrika

Volumn 77, Issue 2, 2014, Pages 317-332

  Ying, Lu ^a   Jiang, Du ^b   Zhimeng, Sun ^c  

^a State Key Laboratory of Media Convergence Production Technology and Systems   (China)

^b BEIJING UNIVERSITY OF TECHNOLOGY   (China)

^c CENTRAL UNIVERSITY OF FINANCE AND ECONOMICS   (China)

Author keywords

Asymptotic normality; Functional linear regression; Quantile regression

Indexed keywords

EID: 84927515976     PISSN: 00261335     EISSN: 1435926X     Source Type: Journal    
DOI: 10.1007/s00184-013-0439-7     Document Type: Article

References (22)

1. Aneiros-Pérez G, Vieu P (2006) Semi-functional partial linear regression. Stat Prob Lett 76:1102-1110.
2. Cardot H, Crambes C, Sarda P (2005) Quantile regression when the covariates are functions. J Nonparametr Stat 17:841-856.
3. Engle R, Granger C, Rice J, Weiss A (1986) Semiparametric estimates of the relation between weather and electricity sales. J Am Stat Assoc 81:310-320.
4. Fan YQ, Li Q (1999) Root-n-consistent estimation of partially linear time series models. J Nonparametr Stat 11:251-269.
5. Gao JT (1995) Asymptotic theory for partly linear models. Commun Stat Theory Methods 24:1985-2009.
6. Hall P, Horowitz JL (2007) Methodology and convergence rates for functional linear regression. Ann Stat 35:70-91.
7. Härdle W, Liang H, Gao JT (2000) Partially linear models. Physica Verlag, Heidelberg.
8. He X, Liang H (2000) Quantile regression estimates for a class of linear and partially linear errors-invariables models. Statistica Sinica 1:129-140.
9. He X, Shi PD (1996) Bivariate tensor-product B-spline in a partly linear model. JMultivar Anal 58:162-181.
10. He X, Zhu ZY, FungWK (2002) Estimation in a semiparametric model for longitudinal data with unspecified dependence structure. Biometrika 89:579-590.
11. Koenker R (2005) Quantile regression. Cambridge University Press, Cambridge.
12. Koenker R, Bassett G (1978) Regression quantiles. Econometrica 46:33-51.
13. Liu Q (2011) Asymptotic normality for the partially linear EV models with longitudinal data. Commun Stat Theory Methods 40:1149-1158.
14. MammenE, Geer S (1997) Penalized quasi-likelihood estimation in partial linear models. Ann Stat 25:1014-1035.
15. Moyeed RA, Diggle PJ (1994) Rate of convergence in semiparametric modeling of longitudinal data. Aust J Stat 36:75-93.
16. Ramsay J, Silverman B (2005) Functional data analysis, 2nd edn. Springer, New York.
17. Shi P, Li G (1994) On the rate of convergence of minimum L1-norm estimates in a partly linear model. Commun Stat Theory Methods 23:175-196.
18. Shin H (2009) Partial functional linear regression. J Stat Plan Inference 139:3405-3418.
19. Speckman P (1988) Kernel smoothing in partial linear models. J R Stat Soc Ser B 50:413-436.
20. Stone CJ (1985) Additive regression and other nonparametric models. Ann Stat 13:689-705.
21. Wang H, Zhu ZY, Zhou JH (2009) Quantile regression in partially linear varying coefficient models. Ann Stat 37:3841-3866.
22. Zhang X, Liang H (2011) Focused information criterion and model averaging for generalized additive partial linear models. Ann Stat 39:174-200.