Varying coefficient partially functional linear regression models

Qing-Yan Peng, Jian-Jun Zhou and Nian-Sheng Tang ()
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Qing-Yan Peng: Yunnan University
Jian-Jun Zhou: Yunnan University
Nian-Sheng Tang: Yunnan University

Statistical Papers, 2016, vol. 57, issue 3, No 14, 827-841

Abstract: Abstract 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.

Keywords: Functional linear models; Global convergence rate; Polynomial spline; Uniform convergence rate; Varying coefficient model (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s00362-015-0681-3

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