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FPCA-based estimation for generalized functional partially linear models.

Authors :
Cao, Ruiyuan
Du, Jiang
Zhou, Jianjun
Xie, Tianfa
Source :
Statistical Papers; Dec2020, Vol. 61 Issue 6, p2715-2735, 21p
Publication Year :
2020

Abstract

In real data analysis, practitioners frequently come across the case that a discrete response will be related to both a function-valued random variable and a vector-value random variable as the predictor variables. In this paper, we consider the generalized functional partially linear models (GFPLM). The infinite slope function in the GFPLM is estimated by the principal component basis function approximations. Then, we consider the theoretical properties of the estimator obtained by maximizing the quasi likelihood function. The asymptotic normality of the estimator of the finite dimensional parameter and the rate of convergence of the estimator of the infinite dimensional slope function are established, respectively. We investigate the finite sample properties of the estimation procedure via Monte Carlo simulation studies and a real data analysis. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
09325026
Volume :
61
Issue :
6
Database :
Complementary Index
Journal :
Statistical Papers
Publication Type :
Academic Journal
Accession number :
146636447
Full Text :
https://doi.org/10.1007/s00362-018-01066-8