Least absolute deviation estimate for functional coefficient partially linear regression models

DOI10.1155/2012/131085MaRDI QIDQ1929689zbMATH OpenOpenAlexWikidataFDO

Authors Yanqin Feng, Guoxin Zuo, Li Liu

Publication date 9 January 2013

Published in Journal of Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2012/131085

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Review text

Summary: 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 \(L_1\) 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.

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Cites work

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Cited in

(4)

• Functional-coefficient partially linear regression model
• A unique estimate of linear regression function by least-absolute-deviations method
• Estimation of semi-parametric varying coefficients nonlinear regression functions under the viewpoint of functional approximations
• Series estimation of functional-coefficient partially linear regression model

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