Dynamic partially functional linear regression model

DOI10.1007/S10260-019-00457-XzbMATH Open1437.62142OpenAlexW2933636343MaRDI QIDQ2176345FDOQ2176345

Authors: Jiang Du, Hui Zhao, Zhongzhan Zhang 

Publication date: 4 May 2020

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-019-00457-x

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zbMATH Keywords

functional data analysisfunctional time seriesbivariate tensor-product B-splinesautoregressive Hilbertian process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Numerical computation using splines (65D07) Functional data analysis (62R10)

Cites Work

• Functional data analysis.
• Linear processes in function spaces. Theory and applications
• A functional version of the ARCH model
• A functional data analysis approach for genetic association studies
• Title not available (Why is that?)
• Nonparametric time series prediction: A semi-functional partial linear modeling
• Robust Estimation in Generalized Partial Linear Models for Clustered Data
• Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
• Functional statistics and related fields. Selected papers based on the presentations at the 4th international workshop on functional and operational statistics, IWFOS, Corunna, Spain, June 15--17, 2017

Cited In (4)

• Electricity consumption prediction with functional linear regression using spline estimators
• Functional lagged regression
• Dynamic semi-parametric factor model for functional expectiles
• Title not available (Why is that?)

Uses Software

• fda (R)

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