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Author:

Yu, Ping (Yu, Ping.) | Du, Jiang (Du, Jiang.) (Scholars:杜江) | Zhang, Zhongzhan (Zhang, Zhongzhan.) (Scholars:张忠占)

Indexed by:

Scopus SCIE

Abstract:

This paper investigates the hypothesis test of the parametric component in partial functional linear quantile regression model in which the dependent variable is related to both a vector of finite length and a function-valued random variable as predictor variables. A quantile rank score test based on functional principal component analysis is developed. Under mild conditions, we establish the consistency of the proposed test statistic, and show that the proposed test can detect Pitman local alternatives converging to the null hypothesis at the usual parametric rate. A simulation study shows that the proposed test procedure has good size and power with finite sample sizes. Finally, an illustrative example is given through fitting the Berkeley growth data and testing the effect of gender on the height of kids.

Keyword:

Rank score test Functional data analysis Functional linear quantile regression Functional principal component analysis

Author Community:

  • [ 1 ] [Yu, Ping]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Zhang, Zhongzhan]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 4 ] [Yu, Ping]Shanxi Normal Univ, Sch Math & Comp Sci, Linfen 041000, Shanxi, Peoples R China

Reprint Author's Address:

  • 张忠占

    [Zhang, Zhongzhan]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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Source :

JOURNAL OF THE KOREAN STATISTICAL SOCIETY

ISSN: 1226-3192

Year: 2020

Issue: 1

Volume: 50

Page: 214-232

0 . 6 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:46

Cited Count:

WoS CC Cited Count: 4

SCOPUS Cited Count: 4

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 8

Affiliated Colleges:

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