Partially linear functional quantile regression in a reproducing kernel Hilbert space

Yan Zhou, Weiping Zhang, Hongmei Lin and Heng Lian

Journal of Nonparametric Statistics, 2022, vol. 34, issue 4, 789-803

Abstract: We consider quantile functional regression with a functional part and a scalar linear part. We establish the optimal prediction rate for the model under mild assumptions in the reproducing kernel Hilbert space (RKHS) framework. Under stronger assumptions related to the capacity of the RKHS, the non-functional linear part is shown to have asymptotic normality. The estimators are illustrated in simulation studies.

Date: 2022
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DOI: 10.1080/10485252.2022.2073354

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