Partial functional linear regression

被引：160
|
作者：
Shin, Hyejin [1 ]
机构：
[1] Auburn Univ, Auburn, AL 36849 USA
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2009年 / 139卷 / 10期
关键词：
Mixed data; Principal components; Convergence rate; Asymptotic normality; MODELS; CONVERGENCE; PREDICTION; ESTIMATORS; RATES;
D O I：
10.1016/j.jspi.2009.03.001
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：
It is frequently the case that a response will be related to both a vector of finite length and a function-valued random variable as predictor variables. In this paper, we propose new estimators for the parameters of a partial functional linear model which explores the relationship between a scalar response variable and mixed-type predictors. Asymptotic properties of the proposed estimators are established and finite sample behavior is studied through a small simulation experiment. (C) 2009 Elsevier B.V. All rights reserved.
引用
收藏
页码：3405 / 3418
页数：14
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