Article ID Journal Published Year Pages File Type
5129241 Journal of the Korean Statistical Society 2017 14 Pages PDF
Abstract

In this paper, we introduce a new varying-coefficient partially functional linear quantile regression model, which combines varying-coefficient quantile regression model with functional linear quantile regression model. The functional principal component basis and regression splines are employed to estimate the slope function and varying-coefficient functions, respectively, and the convergence rates of the estimators are obtained under some regularity conditions. Simulations and an illustrative real example are presented.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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