Functional quantile regression with missing data in reproducing kernel Hilbert space

We, in this article, focus on functional partially linear quantile regression, where the observations are missing at random, which allows the response or covariates or response and covariates simultaneously missing. Estimation of the unknown function is done based on reproducing kernel method. Under suitable assumptions, we discuss consistency with rates of the estimators, and establish asymptotic normality of the estimator for the parameter. At the same time, we study hypothesis test of the parameter, and prove asymptotic distributions of restricted estimators of the parameter and test statistic under null hypothesis and local alternative hypothesis, respectively. Also, we study variable selection of the linear part of the model. By simulation and real data, finite sample performance of the proposed methods is analyzed.

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Publication Details

Journal
Communication in Statistics- Theory and Methods
Published
2024-09-03
DOI
https://doi.org/10.1080/03610926.2024.2392857
Primary Topic
Statistical Methods and Inference
Type
article
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article

Functional quantile regression with missing data in reproducing kernel Hilbert space

Xiao-Ge Yu, Han-Ying Liang
Communication in Statistics- Theory and Methods
Statistical Methods and Inference
article

Functional quantile regression with missing data in reproducing kernel Hilbert space

Xiao-Ge Yu, Han-Ying Liang
article en

Abstract

We, in this article, focus on functional partially linear quantile regression, where the observations are missing at random, which allows the response or covariates or response and covariates simultaneously missing. Estimation of the unknown function is done based on reproducing kernel method. Under suitable assumptions, we discuss consistency with rates of the estimators, and establish asymptotic normality of the estimator for the parameter. At the same time, we study hypothesis test of the parameter, and prove asymptotic distributions of restricted estimators of the parameter and test statistic under null hypothesis and local alternative hypothesis, respectively. Also, we study variable selection of the linear part of the model. By simulation and real data, finite sample performance of the proposed methods is analyzed.

Communication in Statistics- Theory and MethodsVol. 54(11)
Tongji University (CN)
Openalex Percentile: Top 85%
Statistical Methods and Inference
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