Functional partially linear quantile regression model

Ying Lu, Jiang Du () and Zhimeng Sun

Metrika: International Journal for Theoretical and Applied Statistics, 2014, vol. 77, issue 2, 317-332

Abstract: This paper considers estimation of a functional partially quantile regression model whose parameters include the infinite dimensional function as well as the slope parameters. We show asymptotical normality of the estimator of the finite dimensional parameter, and derive the rate of convergence of the estimator of the infinite dimensional slope function. In addition, we show the rate of the mean squared prediction error for the proposed estimator. A simulation study is provided to illustrate the numerical performance of the resulting estimators. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Functional linear regression; Quantile regression; Asymptotic normality (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (15)

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DOI: 10.1007/s00184-013-0439-7

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