Confidence and prediction intervals in semi-functional partial linear regression

被引:0
|
作者
Rana, Paula [1 ]
Aneiros, German [1 ]
Vieu, Philippe [2 ]
Vilar, Juan [1 ]
机构
[1] Univ A Coruna, Dept Matemat, La Coruna, Spain
[2] Univ Paul Sabatier, Inst Math, Toulouse, France
关键词
BOOTSTRAP;
D O I
10.1007/978-3-319-55846-2_29
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
Semi-functional partial linear regression model allows to deal with a non-parametric and a linear component within the functional regression. Naive and wild bootstrap procedures are proposed to approximate the distribution of the estimators for each component in the model, and their asymptotic validities are obtained in the context of dependence data, under a-mixing conditions. Based on that bootstrap procedures, confidence intervals can be obtained for each component in the model, which can be also extended to deal with prediction intervals and prediction densities.
引用
收藏
页码:217 / 224
页数:8
相关论文
共 50 条
  • [41] Optimal model averaging estimator for semi-functional partially linear models
    Rongjie Jiang
    Liming Wang
    Yang Bai
    [J]. Metrika, 2021, 84 : 167 - 194
  • [42] Globally robust confidence intervals for simple linear regression
    Adrover, Jorge
    Salibian-Barrera, Matias
    [J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2010, 54 (12) : 2899 - 2913
  • [43] Sieve M-estimator for a semi-functional linear model
    LeLe Huang
    HuiWen Wang
    HengJian Cui
    SiYang Wang
    [J]. Science China Mathematics, 2015, 58 : 2421 - 2434
  • [44] Confidence intervals in a regression with both linear and non-linear terms
    Davies, Robert
    Withers, Christopher
    Nadarajah, Saralees
    [J]. ELECTRONIC JOURNAL OF STATISTICS, 2011, 5 : 603 - 618
  • [45] Bootstrap confidence intervals for trilinear partial least squares regression
    Serneels, S
    Van Espen, PJ
    [J]. ANALYTICA CHIMICA ACTA, 2005, 544 (1-2) : 153 - 158
  • [46] Optimal model averaging estimator for semi-functional partially linear models
    Jiang, Rongjie
    Wang, Liming
    Bai, Yang
    [J]. METRIKA, 2021, 84 (02) : 167 - 194
  • [47] Estimation and Inference in Semi-Functional Partially Linear Measurement Error Models
    ZHU Hanbing
    ZHANG Riquan
    ZHU Gen
    [J]. Journal of Systems Science & Complexity, 2020, 33 (04) : 1179 - 1199
  • [48] Estimation and Inference in Semi-Functional Partially Linear Measurement Error Models
    Hanbing Zhu
    Riquan Zhang
    Gen Zhu
    [J]. Journal of Systems Science and Complexity, 2020, 33 : 1179 - 1199
  • [49] Partial functional linear regression
    Shin, Hyejin
    [J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2009, 139 (10) : 3405 - 3418
  • [50] Estimation and Inference in Semi-Functional Partially Linear Measurement Error Models
    Zhu, Hanbing
    Zhang, Riquan
    Zhu, Gen
    [J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 33 (04) : 1179 - 1199