Sieve M-estimator for a semi-functional linear model

被引：4

作者：

Huang LeLe ^{[1
]}

Wang HuiWen ^{[1
]}

Cui HengJian ^{[2
]}

Wang SiYang ^{[3
]}

机构：

[1] Beihang Univ, Sch Econ & Management, Beijing 100191, Peoples R China

[2] Capital Normal Univ, Sch Math Sci, Beijing 100048, Peoples R China

[3] Cent Univ Finance & Econ, Sch Math & Stat, Beijing 100081, Peoples R China

来源：

SCIENCE CHINA-MATHEMATICS | 2015年 / 58卷 / 11期

基金：

国家高技术研究发展计划(863计划); 中国国家自然科学基金;

关键词：

functional linear model; sieve estimator; spline; knot number; convergence rate; QUANTILE REGRESSION; PREDICTION;

D O I：

10.1007/s11425-015-5040-2

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We propose sieve M-estimator for a semi-functional linear model in which the scalar response is explained by a linear operator of functional predictor and smooth functions of some real-valued random variables. Spline estimators of the functional coefficient and the smooth functions are considered, and by selecting appropriate knot numbers the optimal convergence rate and the asymptotic normality can be obtained under some mild conditions. Some simulation results and a real data example are presented to illustrate the performance of our estimation method.

引用

页码：2421 / 2434

页数：14

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