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Functional partial linear model

Heng Lian

Journal of Nonparametric Statistics, 2011, vol. 23, issue 1, 115-128

Abstract: When predicting scalar responses in the situation where the explanatory variables are functions, it is sometimes the case that some functional variables are related to responses linearly while other variables have more complicated relationships with the responses. In this paper, we propose a new semi-parametric model to take advantage of both parametric and nonparametric functional modelling. Asymptotic properties of the proposed estimators are established and finite sample behaviour is investigated through a small simulation experiment.

Date: 2011
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Citations: View citations in EconPapers (28)

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DOI: 10.1080/10485252.2010.500385

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