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FPCA-based estimation for generalized functional partially linear models.
- 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]
- Subjects :
- MONTE Carlo method
RANDOM variables
ASYMPTOTIC normality
DATA analysis
Subjects
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