Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129241 | Journal of the Korean Statistical Society | 2017 | 14 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Ping Yu, Jiang Du, Zhongzhan Zhang,