Composite Quantile Estimation in Partial Functional Linear Regression Model Based on Polynomial Spline

ACTA MATHEMATICA SINICA-ENGLISH SERIES(2021)

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摘要
In this paper, we consider composite quantile regression for partial functional linear regression model with polynomial spline approximation. Under some mild conditions, the convergence rates of the estimators and mean squared prediction error, and asymptotic normality of parameter vector are obtained. Simulation studies demonstrate that the proposed new estimation method is robust and works much better than the least-squares based method when there are outliers in the dataset or the random error follows heavy-tailed distributions. Finally, we apply the proposed methodology to a spectroscopic data sets to illustrate its usefulness in practice.
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关键词
Asymptotic normality, composite quantile regression, functional data analysis, polynomial spline, rates of convergence
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