部分函数型线性可加分位数回归模型

余平,杜江,张忠占

系统科学与数学 ›› 2017, Vol. 37 ›› Issue (5) : 1335-1350.

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系统科学与数学 ›› 2017, Vol. 37 ›› Issue (5) : 1335-1350. DOI: 10.12341/jssms13162
论文

部分函数型线性可加分位数回归模型

    余平1,2,杜江1,3,张忠占1,3
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Partial Functional Linear Additive Quantile Regression Model

    YU Ping 1,2,DU Jiang 1,3 , ZHANG Zhongzhan 1,3
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摘要

文章结合可加分位数回归模型和函数型线性分位数回归模型, 提出了部分函数型线性可加分位数回归模型. 我们采用函数型主成分基函数逼近斜率函数, B-样条基函数逼近可加函数, 提出了模型的估计方法; 在一些基本的假设条件下, 给出了斜率函数估计和可加函数估计的收敛速度; 最后通过模拟计算和应用实例表明了所提方法的有效性.

Abstract

In this paper, we propose a partial functional linear additive quantile regression model, which combines additive quantile regression model with functional linear quantile regression model. The functional principal component analysis and B-splines are employed to estimate the slope function and the nonparametric additive functions, respectively, and the convergence rates of the estimators are obtained under some regularity conditions. Finally, simulation studies and a real data analysis are conducted to investigate the performance of the proposed methodology.

关键词

函数型数据分析 / {B}-样条 /   / 函数型主成分分析 / 函数型线性分位数回归模型 / 可加分位数回归模型.

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余平 , 杜江 , 张忠占. 部分函数型线性可加分位数回归模型. 系统科学与数学, 2017, 37(5): 1335-1350. https://doi.org/10.12341/jssms13162
YU Ping , DU Jiang , ZHANG Zhongzhan. Partial Functional Linear Additive Quantile Regression Model. Journal of Systems Science and Mathematical Sciences, 2017, 37(5): 1335-1350 https://doi.org/10.12341/jssms13162
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