Varying coefficient partially functional linear regression models

By relaxing the linearity assumption in partial functional linear regression models, we propose a varying coefficient partially functional linear regression model (VCPFLM), which includes varying coefficient regression models and functional linear regression models as its special cases. We study the...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Statistical papers (Berlin, Germany) Jg. 57; H. 3; S. 827 - 841
Hauptverfasser: Peng, Qing-Yan, Zhou, Jian-Jun, Tang, Nian-Sheng
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Berlin/Heidelberg Springer Berlin Heidelberg 01.09.2016
Springer Nature B.V
Schlagworte:
Approximation
Coefficients
Convergence
Economic Theory/Quantitative Economics/Mathematical Methods
Economics
Finance
Insurance
Management
Mathematical functions
Mathematical models
Mathematics and Statistics
Operations Research/Decision Theory
Parameter estimation
Parameters
Polynomials
Probability Theory and Stochastic Processes
Random variables
Regression
Regression analysis
Regular Article
Splines
Statistical methods
Statistics
Statistics for Business
Studies
Global convergence rate
Functional linear models
Uniform convergence rate
Polynomial spline
Varying coefficient model
ISSN:0932-5026, 1613-9798
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:By relaxing the linearity assumption in partial functional linear regression models, we propose a varying coefficient partially functional linear regression model (VCPFLM), which includes varying coefficient regression models and functional linear regression models as its special cases. We study the problem of functional parameter estimation in a VCPFLM. The functional parameter is approximated by a polynomial spline, and the spline coefficients are estimated by the ordinary least squares method. Under some regular conditions, we obtain asymptotic properties of functional parameter estimators, including the global convergence rates and uniform convergence rates. Simulation studies are conducted to investigate the performance of the proposed methodologies.
Bibliographie:SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 14
ObjectType-Article-1
ObjectType-Feature-2
content type line 23
ISSN:0932-5026
1613-9798
DOI:10.1007/s00362-015-0681-3