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Abstract:
In this paper, based on spatial autoregression and partial functional linear regression, we introduce a new varying-coefficient partial functional spatial autoregressive model. The functional principal component analysis and B-spline are adopted to approximate the slope function and varying-coefficient functions respectively. Then, the instrumental variable method gives final estimators. Under some regular conditions, we further study the asymptotic normality of the parameter and the convergence rates of slope function and coefficient functions. Lastly, the finite sample performance of the proposed methodology is evaluated by simulation studies and a practical data example.
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COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN: 0361-0926
Year: 2021
Issue: 14
Volume: 52
Page: 4960-4980
0 . 8 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:31
JCR Journal Grade:4
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 4
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