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Functional partial linear model

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  • Heng Lian

Abstract

When predicting scalar responses in the situation where the explanatory variables are functions, it is sometimes the case that some functional variables are related to responses linearly while other variables have more complicated relationships with the responses. In this paper, we propose a new semi-parametric model to take advantage of both parametric and nonparametric functional modelling. Asymptotic properties of the proposed estimators are established and finite sample behaviour is investigated through a small simulation experiment.

Suggested Citation

  • Heng Lian, 2011. "Functional partial linear model," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(1), pages 115-128.
  • Handle: RePEc:taf:gnstxx:v:23:y:2011:i:1:p:115-128
    DOI: 10.1080/10485252.2010.500385
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    References listed on IDEAS

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    1. Sun, Zhihua & Wang, Qihua & Dai, Pengjie, 2009. "Model checking for partially linear models with missing responses at random," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 636-651, April.
    2. Wong, Heung & Zhang, Riquan & Ip, Wai-cheung & Li, Guoying, 2008. "Functional-coefficient partially linear regression model," Journal of Multivariate Analysis, Elsevier, vol. 99(2), pages 278-305, February.
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