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作者:

Zhou, Jianjun (Zhou, Jianjun.) | Du, Jiang (Du, Jiang.) (学者:杜江) | Sun, Zhimeng (Sun, Zhimeng.)

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Scopus SCIE

摘要:

M-estimation is a widely used technique for robust statistical inference. In this paper, we study robust partially functional linear regression model in which a scale response variable is explained by a function-valued variable and a finite number of real-valued variables. For the estimation of the regression parameters, which include the infinite dimensional function as well as the slope parameters for the real-valued variables, we use polynomial splines to approximate the slop parameter. The estimation procedure is easy to implement, and it is resistant to heavy-tailederrors or outliers in the response. The asymptotic properties of the proposed estimators are established. Finally, we assess the finite sample performance of the proposed method by Monte Carlo simulation studies.

关键词:

B-spline M-setimator Partially functional linear regression

作者机构:

  • [ 1 ] [Zhou, Jianjun]Yunnan Univ, Sch Math & Stat, Kunming 650091, Peoples R China
  • [ 2 ] [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 3 ] [Sun, Zhimeng]Cent Univ Finance & Econ, Sch Stat, Beijing, Peoples R China

通讯作者信息:

  • 杜江

    [Du, Jiang]Yunnan Univ, Sch Math & Stat, Kunming 650091, Peoples R China

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来源 :

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

ISSN: 0361-0926

年份: 2016

期: 21

卷: 45

页码: 6436-6446

0 . 8 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:45

中科院分区:4

被引次数:

WoS核心集被引频次: 3

SCOPUS被引频次: 3

ESI高被引论文在榜: 0 展开所有

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