Estimation in functional partially linear spatial autoregressive model

被引:1
作者
Hu, Yuping [1 ]
Wu, Siyu [1 ]
Feng, Sanying [1 ]
机构
[1] Zhengzhou Univ, Sch Math & Stat, Zhengzhou 450001, Peoples R China
来源
HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS | 2024年 / 53卷 / 04期
关键词
Functional partially linear spatial autoregressive model; spatial autoregression; functional principal component analysis; instrument variable; REGRESSION; CONVERGENCE; INFERENCE; RATES;
D O I
10.15672/hujms.1324888
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Functional regression has been a hot topic in statistical research. However, not much work has been done when response variables are cross-sectionally dependent variables and explanatory variables contain a real-valued scalar variable and a functional-valued random variable. In this paper, we consider a new functional partially linear spatial autoregressive model. Based on the functional principal components analysis and basis function approximation, we obtain the estimators of the unknown parameter and functions through the instrumental variables estimation method. The asymptotic normality and convergence rates of estimators are proved under some mild conditions. In addition, we illustrate the finite sample performance of the proposed estimation method through simulation study and a real data analysis.
引用
收藏
页码:1196 / 1217
页数:22
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