Robust estimation for functional coefficient regression models with spatial data

被引:8
|
作者
Tang, Qingguo [1 ]
机构
[1] Nanjing Univ Sci & Technol, Sch Econ & Management, Nanjing 210094, Jiangsu, Peoples R China
基金
中国国家自然科学基金;
关键词
functional coefficient regression model; spatial data; B-spline functions; quantile regression; convergence rate; DENSITY-ESTIMATION;
D O I
10.1080/02331888.2012.719520
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
A global smoothing procedure is developed using B-spline function approximation for estimating the unknown functions of a functional coefficient regression model with spatial data. A general formulation is used to treat mean regression, median regression, quantile regression and robust mean regression in one setting. The global convergence rates of the estimators of unknown coefficient functions are established. Various applications of the main results, including estimating conditional quantile coefficient functions and robustifying the mean regression coefficient functions are given. Finite sample properties of our procedures are studied through Monte Carlo simulations. A housing data example is used to illustrate the proposed methodology.
引用
收藏
页码:388 / 404
页数:17
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