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Abstract:
In this paper, we introduce a new varying-coefficient partially functional linear quantile regression model, which combines varying-coefficient quantile regression model with functional linear quantile regression model. The functional principal component basis and regression splines are employed to estimate the slope function and varying-coefficient functions, respectively, and the convergence rates of the estimators are obtained under some regularity conditions. Simulations and an illustrative real example are presented. (C) 2017 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.
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JOURNAL OF THE KOREAN STATISTICAL SOCIETY
ISSN: 1226-3192
Year: 2017
Issue: 3
Volume: 46
Page: 462-475
0 . 6 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:66
CAS Journal Grade:4
Cited Count:
WoS CC Cited Count: 16
SCOPUS Cited Count: 16
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 9
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