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Author:

Yu, Ping (Yu, Ping.) | Li, Ting (Li, Ting.) | Zhu, Zhongyi (Zhu, Zhongyi.) | Zhang, Zhongzhan (Zhang, Zhongzhan.) (Scholars:张忠占)

Indexed by:

Scopus SCIE

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.

Keyword:

Short-range dependence Functional principal component analysis Composite quantile estimation Strictly stationary Functional linear regression model

Author Community:

  • [ 1 ] [Yu, Ping]Fudan Univ, Dept Stat, Shanghai 200433, Peoples R China
  • [ 2 ] [Li, Ting]Fudan Univ, Dept Stat, Shanghai 200433, Peoples R China
  • [ 3 ] [Zhu, Zhongyi]Fudan Univ, Dept Stat, Shanghai 200433, Peoples R China
  • [ 4 ] [Yu, Ping]Shanxi Normal Univ, Sch Math & Comp Sci, Linfen 041000, Peoples R China
  • [ 5 ] [Zhang, Zhongzhan]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

Reprint Author's Address:

  • [Zhu, Zhongyi]Fudan Univ, Dept Stat, Shanghai 200433, Peoples R China

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Source :

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

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