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Author:

Zhou, Jianjun (Zhou, Jianjun.) | Du, Jiang (Du, Jiang.) (Scholars:杜江) | Sun, Zhimeng (Sun, Zhimeng.)

Indexed by:

Scopus SCIE

Abstract:

M-estimation is a widely used technique for robust statistical inference. In this paper, we study robust partially functional linear regression model in which a scale response variable is explained by a function-valued variable and a finite number of real-valued variables. For the estimation of the regression parameters, which include the infinite dimensional function as well as the slope parameters for the real-valued variables, we use polynomial splines to approximate the slop parameter. The estimation procedure is easy to implement, and it is resistant to heavy-tailederrors or outliers in the response. The asymptotic properties of the proposed estimators are established. Finally, we assess the finite sample performance of the proposed method by Monte Carlo simulation studies.

Keyword:

Partially functional linear regression M-setimator B-spline

Author Community:

  • [ 1 ] [Zhou, Jianjun]Yunnan Univ, Sch Math & Stat, Kunming 650091, Peoples R China
  • [ 2 ] [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 3 ] [Sun, Zhimeng]Cent Univ Finance & Econ, Sch Stat, Beijing, Peoples R China

Reprint Author's Address:

  • 杜江

    [Du, Jiang]Yunnan Univ, Sch Math & Stat, Kunming 650091, Peoples R China

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Source :

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

ISSN: 0361-0926

Year: 2016

Issue: 21

Volume: 45

Page: 6436-6446

0 . 8 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:71

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 3

SCOPUS Cited Count: 3

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 10

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