Least Absolute Deviation Estimate for Functional Coefficient Partially Linear Regression Models
The functional coefficient partially linear regression model is a useful generalization of the nonparametric model, partial linear model, and varying coefficient model. In this paper, the local linear technique and the method are employed to estimate all the functions in the functional coefficient...
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Format: | Article |
Language: | English |
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Wiley
2012-01-01
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Series: | Journal of Probability and Statistics |
Online Access: | http://dx.doi.org/10.1155/2012/131085 |
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author | Yanqin Feng Guoxin Zuo Li Liu |
author_facet | Yanqin Feng Guoxin Zuo Li Liu |
author_sort | Yanqin Feng |
collection | DOAJ |
description | The functional coefficient partially linear regression model is a useful generalization of the nonparametric
model, partial linear model, and varying coefficient model. In this paper, the local linear technique and the method are employed to estimate all the functions in the functional coefficient partially linear regression model. The asymptotic properties of the proposed estimators are studied. Simulation studies are conducted to show the validity of the estimate procedure. |
format | Article |
id | doaj-art-9bcf2496c31d4cd6bc27faba0d032417 |
institution | Kabale University |
issn | 1687-952X 1687-9538 |
language | English |
publishDate | 2012-01-01 |
publisher | Wiley |
record_format | Article |
series | Journal of Probability and Statistics |
spelling | doaj-art-9bcf2496c31d4cd6bc27faba0d0324172025-02-03T05:46:12ZengWileyJournal of Probability and Statistics1687-952X1687-95382012-01-01201210.1155/2012/131085131085Least Absolute Deviation Estimate for Functional Coefficient Partially Linear Regression ModelsYanqin Feng0Guoxin Zuo1Li Liu2School of Mathematics and Statistics, Wuhan University, Wuhan 430072, ChinaSchool of Mathematics and Statistics, Central China Normal University, Wuhan 430079, ChinaSchool of Mathematics and Statistics, Wuhan University, Wuhan 430072, ChinaThe functional coefficient partially linear regression model is a useful generalization of the nonparametric model, partial linear model, and varying coefficient model. In this paper, the local linear technique and the method are employed to estimate all the functions in the functional coefficient partially linear regression model. The asymptotic properties of the proposed estimators are studied. Simulation studies are conducted to show the validity of the estimate procedure.http://dx.doi.org/10.1155/2012/131085 |
spellingShingle | Yanqin Feng Guoxin Zuo Li Liu Least Absolute Deviation Estimate for Functional Coefficient Partially Linear Regression Models Journal of Probability and Statistics |
title | Least Absolute Deviation Estimate for Functional Coefficient Partially Linear Regression Models |
title_full | Least Absolute Deviation Estimate for Functional Coefficient Partially Linear Regression Models |
title_fullStr | Least Absolute Deviation Estimate for Functional Coefficient Partially Linear Regression Models |
title_full_unstemmed | Least Absolute Deviation Estimate for Functional Coefficient Partially Linear Regression Models |
title_short | Least Absolute Deviation Estimate for Functional Coefficient Partially Linear Regression Models |
title_sort | least absolute deviation estimate for functional coefficient partially linear regression models |
url | http://dx.doi.org/10.1155/2012/131085 |
work_keys_str_mv | AT yanqinfeng leastabsolutedeviationestimateforfunctionalcoefficientpartiallylinearregressionmodels AT guoxinzuo leastabsolutedeviationestimateforfunctionalcoefficientpartiallylinearregressionmodels AT liliu leastabsolutedeviationestimateforfunctionalcoefficientpartiallylinearregressionmodels |