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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.
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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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