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
相关论文
共 50 条
  • [1] Partially linear functional quantile regression in a reproducing kernel Hilbert space
    Zhou, Yan
    Zhang, Weiping
    Lin, Hongmei
    Lian, Heng
    [J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2022, 34 (04) : 789 - 803
  • [2] Fast quantile regression in reproducing kernel Hilbert space
    Zheng, Songfeng
    [J]. JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2022, 51 (02) : 568 - 588
  • [3] Fast quantile regression in reproducing kernel Hilbert space
    Songfeng Zheng
    [J]. Journal of the Korean Statistical Society, 2022, 51 : 568 - 588
  • [4] Quantile regression in reproducing kernel Hilbert spaces
    Li, Youjuan
    Liu, Yufeng
    Zhu, Ji
    [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2007, 102 (477) : 255 - 268
  • [5] On Quantile Regression in Reproducing Kernel Hilbert Spaces with the Data Sparsity Constraint
    Zhang, Chong
    Liu, Yufeng
    Wu, Yichao
    [J]. JOURNAL OF MACHINE LEARNING RESEARCH, 2016, 17
  • [6] Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space
    Park, Jinho
    Kim, Jeankyung
    [J]. STATISTICS & PROBABILITY LETTERS, 2011, 81 (01) : 62 - 70
  • [7] ORACLE INEQUALITIES FOR SPARSE ADDITIVE QUANTILE REGRESSION IN REPRODUCING KERNEL HILBERT SPACE
    Lv, Shaogao
    Lin, Huazhen
    Lian, Heng
    Huang, Jian
    [J]. ANNALS OF STATISTICS, 2018, 46 (02): : 781 - 813
  • [8] Functional additive expectile regression in the reproducing kernel Hilbert space
    Liu, Yuzi
    Peng, Ling
    Liu, Qing
    Lian, Heng
    Liu, Xiaohui
    [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2023, 198
  • [9] A REPRODUCING KERNEL HILBERT SPACE APPROACH TO FUNCTIONAL LINEAR REGRESSION
    Yuan, Ming
    Cai, T. Tony
    [J]. ANNALS OF STATISTICS, 2010, 38 (06): : 3412 - 3444
  • [10] Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces
    Li, Rui
    Lu, Wenqi
    Zhu, Zhongyi
    Lian, Heng
    [J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2021, 211 : 162 - 170