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[期刊论文]

Statistical inference of varying-coefficient partial functional spatial autoregressive model

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作者:

Hu, Yuping (Hu, Yuping.) | Wang, Yilun (Wang, Yilun.) | Zhang, Liying (Zhang, Liying.) | 展开

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EI Scopus SCIE

摘要:

In this paper, based on spatial autoregression and partial functional linear regression, we introduce a new varying-coefficient partial functional spatial autoregressive model. The functional principal component analysis and B-spline are adopted to approximate the slope function and varying-coefficient functions respectively. Then, the instrumental variable method gives final estimators. Under some regular conditions, we further study the asymptotic normality of the parameter and the convergence rates of slope function and coefficient functions. Lastly, the finite sample performance of the proposed methodology is evaluated by simulation studies and a practical data example.

关键词:

varying-coefficient partial functional regressive model B-spline spatial autoregression instrumental variable functional principal component analysis Functional data analysis

作者机构:

  • [ 1 ] [Hu, Yuping]Zhengzhou Univ, Sch Math & Stat, Zhengzhou, Peoples R China
  • [ 2 ] [Wang, Yilun]Zhengzhou Univ, Sch Math & Stat, Zhengzhou, Peoples R China
  • [ 3 ] [Zhang, Liying]Zhengzhou Univ, Sch Math & Stat, Zhengzhou, Peoples R China
  • [ 4 ] [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China

通讯作者信息:

  • [Zhang, Liying]Zhengzhou Univ, Sch Math & Stat, Zhengzhou, Peoples R China

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来源 :

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

ISSN: 0361-0926

年份: 2021

期: 14

卷: 52

页码: 4960-4980

0 . 8 0 0

JCR@2022

ESI高被引阀值:31

JCR分区:4

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