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Author:

Lu, Ying (Lu, Ying.) | Du, Jiang (Du, Jiang.) (Scholars:杜江) | Sun, Zhimeng (Sun, Zhimeng.)

Indexed by:

Scopus SCIE

Abstract:

This paper considers estimation of a functional partially quantile regression model whose parameters include the infinite dimensional function as well as the slope parameters. We show asymptotical normality of the estimator of the finite dimensional parameter, and derive the rate of convergence of the estimator of the infinite dimensional slope function. In addition, we show the rate of the mean squared prediction error for the proposed estimator. A simulation study is provided to illustrate the numerical performance of the resulting estimators.

Keyword:

Functional linear regression Asymptotic normality Quantile regression

Author Community:

  • [ 1 ] [Lu, Ying]Commun Univ China, Coll Appl Sci, Beijing 100024, Peoples R China
  • [ 2 ] [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Sun, Zhimeng]Cent Univ Finance & Econ, Sch Stat, Beijing 100081, Peoples R China

Reprint Author's Address:

  • 杜江

    [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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Related Keywords:

Source :

METRIKA

ISSN: 0026-1335

Year: 2014

Issue: 2

Volume: 77

Page: 317-332

0 . 7 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:81

JCR Journal Grade:4

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 47

SCOPUS Cited Count: 46

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 11

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