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Author:

Wang, Yafei (Wang, Yafei.) | Kong, Linglong (Kong, Linglong.) | Jiang, Bei (Jiang, Bei.) | Zhou, Xingcai (Zhou, Xingcai.) | Yu, Shimei (Yu, Shimei.) | Zhang, Li (Zhang, Li.) | Heo, Giseon (Heo, Giseon.)

Indexed by:

CPCI-S Scopus SCIE

Abstract:

In this paper, we develop an efficient wavelet-based regularized linear quantile regression framework for coefficient estimations, where the responses are scalars and the predictors include both scalars and function. The framework consists of two important parts: wavelet transformation and regularized linear quantile regression. Wavelet transform can be used to approximate functional data through representing it by finite wavelet coefficients and effectively capturing its local features. Quantile regression is robust for response outliers and heavy-tailed errors. In addition, comparing with other methods it provides a more complete picture of how responses change conditional on covariates. Meanwhile, regularization can remove small wavelet coefficients to achieve sparsity and efficiency. A novel algorithm, Alternating Direction Method of Multipliers (ADMM) is derived to solve the optimization problems. We conduct numerical studies to investigate the finite sample performance of our method and applied it on real data from ADHD studies.

Keyword:

ADHD Quantile regression LASSO functional data analysis wavelets ADMM

Author Community:

  • [ 1 ] [Wang, Yafei]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 2 ] [Wang, Yafei]Univ Alberta, Dept Math & Stat Sci, Edmonton, AB, Canada
  • [ 3 ] [Kong, Linglong]Univ Alberta, Dept Math & Stat Sci, Edmonton, AB, Canada
  • [ 4 ] [Jiang, Bei]Univ Alberta, Dept Math & Stat Sci, Edmonton, AB, Canada
  • [ 5 ] [Yu, Shimei]Univ Alberta, Dept Math & Stat Sci, Edmonton, AB, Canada
  • [ 6 ] [Zhang, Li]Univ Alberta, Dept Math & Stat Sci, Edmonton, AB, Canada
  • [ 7 ] [Heo, Giseon]Univ Alberta, Dept Math & Stat Sci, Edmonton, AB, Canada
  • [ 8 ] [Zhou, Xingcai]Nanjing Audit Univ, Inst Stat & Data Sci, Nanjing, Jiangsu, Peoples R China

Reprint Author's Address:

  • [Kong, Linglong]Univ Alberta, Dept Math & Stat Sci, Edmonton, AB, Canada

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Source :

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

ISSN: 0094-9655

Year: 2019

Issue: 6

Volume: 89

Page: 1111-1130

1 . 2 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:54

JCR Journal Grade:4

Cited Count:

WoS CC Cited Count: 17

SCOPUS Cited Count: 16

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 2

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