Quantile regression for functional partially linear model in ultra-high dimensions

DOI10.1016/j.csda.2018.06.005zbMath1469.62114OpenAlexW2807749037WikidataQ129700609 ScholiaQ129700609MaRDI QIDQ1799822

Ting Li, HaiQiang Ma, Zhong-yi Zhu, Hong-Tu Zhu

Publication date: 19 October 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2018.06.005

zbMATH Keywords

variable selectionfunctional principal component analysisasymptotic propertydouble penalized quantile methodfunctional partially linear quantile model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic properties of nonparametric inference (62G20) Functional data analysis (62R10)

Related Items (23)

Estimation in partially observed functional linear quantile regression ⋮ Variable selection for functional linear models with strong heredity constraint ⋮ Editorial for the special issue on high-dimensional and functional data analysis ⋮ Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces ⋮ Clusterwise functional linear regression models ⋮ Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression ⋮ Partially linear functional quantile regression in a reproducing kernel Hilbert space ⋮ Function-on-function partial quantile regression ⋮ FUNCTION-ON-FUNCTION LINEAR QUANTILE REGRESSION ⋮ Test for the parametric part in partial functional linear regression based on B-spline ⋮ Variable Selection for Multiple Function-on-Function Linear Regression ⋮ Generalized signed-rank estimation and selection for the functional linear model ⋮ Subgroup analysis for functional partial linear regression model ⋮ Estimation and inference in partially functional linear regression with multiple functional covariates ⋮ Functional single-index composite quantile regression ⋮ Robust and smoothing variable selection for quantile regression models with longitudinal data ⋮ Partially functional linear quantile regression model and variable selection with censoring indicators MAR ⋮ Locally sparse quantile estimation for a partially functional interaction model ⋮ Optimal prediction for high-dimensional functional quantile regression in reproducing kernel Hilbert spaces ⋮ FUNCTIONAL ADDITIVE QUANTILE REGRESSION ⋮ Composite quantile estimation in partial functional linear regression model based on polynomial spline ⋮ Variable selection in functional regression models: a review ⋮ Subgroup analysis for high-dimensional functional regression

Uses Software

• QICD

Cites Work

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• Bayesian Generalized Low Rank Regression Models for Neuroimaging Phenotypes and Genetic Markers
• On Properties of Functional Principal Components Analysis
• Quantile regression when the covariates are functions
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