Estimation in functional linear quantile regression

DOI10.1214/12-AOS1066zbMath1296.62104arXiv1202.4850MaRDI QIDQ741818

Kengo Kato

Publication date: 15 September 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.4850

zbMATH Keywords

principal component analysis; quantile regression; nonlinear ill-posed problem; functional data

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62G20: Asymptotic properties of nonparametric inference

Related Items

M-estimation for functional linear regression, Robust estimation with modified Huber's function for functional linear models, Estimation for Extreme Conditional Quantiles of Functional Quantile Regression, Partially linear functional quantile regression in a reproducing kernel Hilbert space, Profile Estimation for Partial Functional Partially Linear Single-Index Model, Spatial local linear estimation of the L₁-conditional quantiles for functional regressors, Rank-based estimation in varying coefficient partially functional linear regression models, Functional Censored Quantile Regression, FUNCTIONAL ADDITIVE QUANTILE REGRESSION, Faster convergence rate for functional linear regression in reproducing kernel Hilbert spaces, A weighted linear quantile regression, High-Dimensional Spatial Quantile Function-on-Scalar Regression, Functional Response Quantile Regression Model, Latent group detection in functional partially linear regression models, Partially Functional Linear Quantile Regression With Measurement Errors, Functional single-index composite quantile regression, Robust hypothesis testing in functional linear models, 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, Optimal subsampling for functional quantile regression, Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces, Sieve M-estimator for a semi-functional linear model, Partially linear modeling of conditional quantiles using penalized splines, Quantile estimation for a hybrid model of functional and varying coefficient regressions, Nonparametric depth and quantile regression for functional data, Semi-functional partial linear quantile regression, Functional response regression analysis, Quantile regression for functional partially linear model in ultra-high dimensions, Optimal prediction for high-dimensional functional quantile regression in reproducing kernel Hilbert spaces, Partial functional linear quantile regression, Estimation for functional linear semiparametric model, Adaptive estimation for some nonparametric instrumental variable models with full independence, Estimating the conditional distribution in functional regression problems, Statistical inference in the partial functional linear expectile regression model, Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function, Robust estimation for a general functional single index model via quantile regression, Estimation in partially observed functional linear quantile regression, Robust estimation with a modified Huber's loss for partial functional linear models based on splines, Testing linearity in partial functional linear quantile regression model based on regression rank scores, Rank method for partial functional linear regression models, Functional principal subspace sampling for large scale functional data analysis, Inference in functional linear quantile regression, Function-on-function partial quantile regression, Checking the adequacy of functional linear quantile regression model, Function-on-scalar quantile regression with application to mass spectrometry proteomics data, Functional single-index quantile regression models, Statistical inference for the functional quadratic quantile regression model, Nonparametric quantile regression estimation for functional data with responses missing at random, Bayesian robust estimation of partially functional linear regression models using heavy-tailed distributions, Composite quantile estimation in partial functional linear regression model based on polynomial spline, Conditional analysis for mixed covariates, with application to feed intake of lactating sows, Composite quantile estimation in partial functional linear regression model with dependent errors, Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles, Varying-coefficient partially functional linear quantile regression models, Regularized partially functional quantile regression, Sparse wavelet estimation in quantile regression with multiple functional predictors, The M-estimator for functional linear regression model, Quantile Function on Scalar Regression Analysis for Distributional Data, Estimation for semi-functional linear regression

Uses Software

• fda (R)
• Ox

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Functional linear regression analysis for longitudinal data
• Methodology and theory for partial least squares applied to functional data
• A reproducing kernel Hilbert space approach to functional linear regression
• Functional linear regression that's interpretable
• Eigenvalues of integral operators defined by smooth positive definite kernels
• Prediction in functional linear regression
• GACV for quantile smoothing splines
• Weakly dependent functional data
• Methodology and convergence rates for functional linear regression
• Smoothing splines estimators for functional linear regression
• On parameters of increasing dimensions
• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
• Functional linear model
• Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker conditions
• Weak convergence and empirical processes. With applications to statistics
• Generalized functional linear models
• Functional data analysis.
• Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals
• Nonparametric Instrumental Variable Estimation of Structural Quantile Effects
• Penalized estimators for non linear inverse problems
• Improving point and interval estimators of monotone functions by rearrangement
• Regression Quantiles
• An Algorithm for $l_1 $-Norm Minimization with Application to Nonlinear $l_1 $-Approximation
• Real Analysis and Probability
• Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
• Consistency and rates of convergence of nonlinear Tikhonov regularization with random noise
• Quantile regression when the covariates are functions