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作者:

Yu, Ping (Yu, Ping.) | Du, Jiang (Du, Jiang.) (学者:杜江) | Zhang, Zhongzhan (Zhang, Zhongzhan.) (学者:张忠占)

收录:

SCIE

摘要:

This paper investigates the hypothesis test of the parametric component in partial functional linear quantile regression model in which the dependent variable is related to both a vector of finite length and a function-valued random variable as predictor variables. A quantile rank score test based on functional principal component analysis is developed. Under mild conditions, we establish the consistency of the proposed test statistic, and show that the proposed test can detect Pitman local alternatives converging to the null hypothesis at the usual parametric rate. A simulation study shows that the proposed test procedure has good size and power with finite sample sizes. Finally, an illustrative example is given through fitting the Berkeley growth data and testing the effect of gender on the height of kids.

关键词:

Functional data analysis Functional linear quantile regression Functional principal component analysis Rank score test

作者机构:

  • [ 1 ] [Yu, Ping]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Zhang, Zhongzhan]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 4 ] [Yu, Ping]Shanxi Normal Univ, Sch Math & Comp Sci, Linfen 041000, Shanxi, Peoples R China

通讯作者信息:

  • 张忠占

    [Zhang, Zhongzhan]Beijing Univ Technol, Coll Appl 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: 1

卷: 50

页码: 214-232

0 . 6 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:15

JCR分区:4

被引次数:

WoS核心集被引频次: 2

SCOPUS被引频次: 2

ESI高被引论文在榜: 0 展开所有

万方被引频次:

中文被引频次:

近30日浏览量: 2

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