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作者:

Lu, Ying (Lu, Ying.) | Du, Jiang (Du, Jiang.) (学者:杜江) | Sun, Zhimeng (Sun, Zhimeng.)

收录:

Scopus SCIE

摘要:

This paper considers estimation of a functional partially quantile regression model whose parameters include the infinite dimensional function as well as the slope parameters. We show asymptotical normality of the estimator of the finite dimensional parameter, and derive the rate of convergence of the estimator of the infinite dimensional slope function. In addition, we show the rate of the mean squared prediction error for the proposed estimator. A simulation study is provided to illustrate the numerical performance of the resulting estimators.

关键词:

Asymptotic normality Functional linear regression Quantile regression

作者机构:

  • [ 1 ] [Lu, Ying]Commun Univ China, Coll Appl Sci, Beijing 100024, Peoples R China
  • [ 2 ] [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Sun, Zhimeng]Cent Univ Finance & Econ, Sch Stat, Beijing 100081, Peoples R China

通讯作者信息:

  • 杜江

    [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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来源 :

METRIKA

ISSN: 0026-1335

年份: 2014

期: 2

卷: 77

页码: 317-332

0 . 7 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:56

JCR分区:4

中科院分区:4

被引次数:

WoS核心集被引频次: 41

SCOPUS被引频次: 40

ESI高被引论文在榜: 0 展开所有

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中文被引频次:

近30日浏览量: 2

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