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Rank-based estimation in varying coefficient partially functional linear regression models.

Authors :
Liu, Wanrong
Sun, Jun
Yang, Jing
Source :
Communications in Statistics: Theory & Methods; 2022, Vol. 51 Issue 1, p212-225, 14p
Publication Year :
2022

Abstract

This paper focuses on robust estimation for varying coefficient partially functional linear regression model (VCPFLM) without specification of the error distributions. The proposed estimators of the nonparametric coefficients and slope function are based on B-spline approximation and rank regression, which demonstrates that the proposed estimation is robust for non-normal error distributions compared with that of least square estimate. In addition, the optimal convergence rates of the estimators are established under some mild regularity conditions. Finally, simulation study and a real data analysis are conducted to illustrate the finite sample performance of the proposed method. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Volume :
51
Issue :
1
Database :
Complementary Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
154583070
Full Text :
https://doi.org/10.1080/03610926.2020.1747079