Functional quantile regression with missing data in reproducing kernel Hilbert space

被引:0
|
作者
Yu, Xiao-Ge [1 ]
Liang, Han-Ying [1 ]
机构
[1] Tongji Univ, Sch Math Sci, Shanghai, Peoples R China
基金
中国国家自然科学基金;
关键词
Asymptotic distribution; functional quantile regression; hypothesis test; reproducing kernel Hilbert space; variable selection; VARIABLE SELECTION; PREDICTION;
D O I
10.1080/03610926.2024.2392857
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We, in this article, focus on functional partially linear quantile regression, where the observations are missing at random, which allows the response or covariates or response and covariates simultaneously missing. Estimation of the unknown function is done based on reproducing kernel method. Under suitable assumptions, we discuss consistency with rates of the estimators, and establish asymptotic normality of the estimator for the parameter. At the same time, we study hypothesis test of the parameter, and prove asymptotic distributions of restricted estimators of the parameter and test statistic under null hypothesis and local alternative hypothesis, respectively. Also, we study variable selection of the linear part of the model. By simulation and real data, finite sample performance of the proposed methods is analyzed.
引用
收藏
页数:25
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