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Author:

Shi, Gongming (Shi, Gongming.) | Du, Jiang (Du, Jiang.) (Scholars:杜江) | Sun, Zhihua (Sun, Zhihua.) | Zhang, Zhongzhan (Zhang, Zhongzhan.) (Scholars:张忠占)

Indexed by:

Scopus SCIE

Abstract:

The functional linear quantile regression model is widely used to characterize the relationship between a scalar response and a functional covariate. Most existing research results are based on a correct assumption that the response is related to the functional predictor through a linear model for given quantile levels. This paper focuses on investigating the adequacy check of the functional linear quantile regression model. We propose a nonparametric U-process test statistic based on the functional principal component analysis. It is proved that the test statistic follows a normal distribution asymptotically under the null hypothesis and diverges to infinity for any misspecified models. Therefore, the test is consistent against any fixed alternative. Moreover, it is shown that the test has asymptotic power one for the, local alternative hypothetical models converging to the null hypothesis at the rates n(-1/2). The finite sample properties of the test statistic are illustrated through extensive simulation studies. A real data set of 24 hourly measurements of ozone levels in Sacramento, California is analyzed by the proposed test. (C) 2020 Elsevier B.V. All rights reserved.

Keyword:

Quantile regression Hypothesis test Kernel smoothing Functional linear models

Author Community:

  • [ 1 ] [Shi, Gongming]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 2 ] [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 3 ] [Zhang, Zhongzhan]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 4 ] [Sun, Zhihua]Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China

Reprint Author's Address:

  • 张忠占

    [Zhang, Zhongzhan]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China

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Source :

JOURNAL OF STATISTICAL PLANNING AND INFERENCE

ISSN: 0378-3758

Year: 2021

Volume: 210

Page: 64-75

0 . 9 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:31

JCR Journal Grade:4

Cited Count:

WoS CC Cited Count: 7

SCOPUS Cited Count: 9

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 5

Affiliated Colleges:

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