
部分函数型线性可加分位数回归模型
Partial Functional Linear Additive Quantile Regression Model
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.
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.
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. {{custom_keyword}} /
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