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...

Full description

Saved in:
Bibliographic Details
Main Authors: Yanqin Feng, Guoxin Zuo, Li Liu
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2012/131085
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1832556147102449664
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