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Single-index partially functional linear regression model

Ping Yu, Jiang Du and Zhongzhan Zhang ()
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Ping Yu: Beijing University of Technology
Jiang Du: Beijing University of Technology
Zhongzhan Zhang: Beijing University of Technology

Statistical Papers, 2020, vol. 61, issue 3, No 9, 1107-1123

Abstract: Abstract In this paper, we propose a flexible single-index partially functional linear regression model, which combines single-index model with functional linear regression model. All the unknown functions are estimated by B-spline approximation. Under some mild conditions, the convergence rates and asymptotic normality of the estimators are obtained. Finally, simulation studies and a real data analysis are conducted to investigate the performance of the proposed methodologies.

Keywords: Functional data analysis; B-spline; Single-index model; Functional linear regression model; 62J05; 62M10 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s00362-018-0980-6

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