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Abstract:
In this paper, we consider composite quantile estimation for the partial functional linear regression model with errors from a short-range dependent and strictly stationary linear processes. The functional principal component analysis method is employed to estimate the slope function and the functional predictive variable, respectively. Under some regularity conditions, we obtain the optimal convergence rate of the slope function, and the asymptotic normality of the parameter vector. Simulation studies demonstrate that the proposed new estimation method is robust and works much better than the least squares based method when there are outliers in the dataset or the autoregressive error distribution follows a heavy-tailed distribution. Finally, we apply the proposed methodology to electricity consumption data.
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METRIKA
ISSN: 0026-1335
Year: 2019
Issue: 6
Volume: 82
Page: 633-656
0 . 7 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:54
Cited Count:
WoS CC Cited Count: 13
SCOPUS Cited Count: 13
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 8
Affiliated Colleges: