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作者:

Cao, Ruiyuan (Cao, Ruiyuan.) | Xie, Tianfa (Xie, Tianfa.) | Yu, Ping (Yu, Ping.)

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摘要:

In this paper, we consider rank estimation for partial functional linear regression models based on functional principal component analysis. The proposed rank-based method is robust to outliers in the errors and highly efficient under a wide range of error distributions. The asymptotic properties of the resulting estimators are established under some regularity conditions. A simulation study conducted to investigate the finite sample performance of the proposed estimators shows that the proposed rank method performs well. Furthermore, the proposed methodology is illustrated by means of an analysis of the Berkeley growth data.

关键词:

Asymptotic normality Convergence rate Functional principal component analysis Karhunen-Loeve expansion Rank estimation

作者机构:

  • [ 1 ] [Cao, Ruiyuan]Beijing Univ Technol, Fac Sci, Sch Stat & Data Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Xie, Tianfa]Beijing Univ Technol, Fac Sci, Sch Stat & Data Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Yu, Ping]Shanxi Normal Univ, Sch Math & Comp Sci, Linfen 041000, Shanxi, Peoples R China

通讯作者信息:

  • 谢田法

    [Xie, Tianfa]Beijing Univ Technol, Fac Sci, Sch Stat & Data Sci, Beijing 100124, Peoples R China

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来源 :

JOURNAL OF THE KOREAN STATISTICAL SOCIETY

ISSN: 1226-3192

年份: 2020

期: 2

卷: 50

页码: 354-379

0 . 6 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:15

JCR分区:4

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WoS核心集被引频次: 0

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ESI高被引论文在榜: 0 展开所有

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