We propose sieve M-estimator for a semi-functional linear model in which the scalar response is explained by a linear operator of functional predictor and smooth functions of some real-valued random variables.Spline e...We propose sieve M-estimator for a semi-functional linear model in which the scalar response is explained by a linear operator of functional predictor and smooth functions of some real-valued random variables.Spline estimators of the functional coefficient and the smooth functions are considered,and by selecting appropriate knot numbers the optimal convergence rate and the asymptotic normality can be obtained under some mild conditions.Some simulation results and a real data example are presented to illustrate the performance of our estimation method.展开更多
This paper deals with the conditional quantile estimation based on left-truncated and right-censored data.Assuming that the observations with multivariate covariates form a stationary α-mixing sequence,the authors de...This paper deals with the conditional quantile estimation based on left-truncated and right-censored data.Assuming that the observations with multivariate covariates form a stationary α-mixing sequence,the authors derive the strong convergence with rate,strong representation as well as asymptotic normality of the conditional quantile estimator.Also,a Berry-Esseen-type bound for the estimator is established.In addition,the finite sample behavior of the estimator is investigated via simulations.展开更多
基金supported by National Natural Science Foundation of China(Grant Nos.71420107025,11071022,11231010 and 11471223)the Innovation Foundation of Beijing University of Aeronautics and Astronautics for Ph.D.graduates(Grant No.YWF-14-YJSY-027)+2 种基金the National High Technology Research and Development Program of China(863 Program)(Grant No.SS2014AA012303)Beijing Center for Mathematics and Information Interdisciplinary Sciences,Key Project of Beijing Municipal Educational Commission(Grant No.KZ201410028030)Youth Doctor Development Funding Project for"121"Human Resources of Central University of Finance and Economics(Grant No.QBJ1423)
文摘We propose sieve M-estimator for a semi-functional linear model in which the scalar response is explained by a linear operator of functional predictor and smooth functions of some real-valued random variables.Spline estimators of the functional coefficient and the smooth functions are considered,and by selecting appropriate knot numbers the optimal convergence rate and the asymptotic normality can be obtained under some mild conditions.Some simulation results and a real data example are presented to illustrate the performance of our estimation method.
基金supported by the National Natural Science Foundation of China(No.11271286)the Specialized Research Fund for the Doctor Program of Higher Education of China(No.20120072110007)a grant from the Natural Sciences and Engineering Research Council of Canada
文摘This paper deals with the conditional quantile estimation based on left-truncated and right-censored data.Assuming that the observations with multivariate covariates form a stationary α-mixing sequence,the authors derive the strong convergence with rate,strong representation as well as asymptotic normality of the conditional quantile estimator.Also,a Berry-Esseen-type bound for the estimator is established.In addition,the finite sample behavior of the estimator is investigated via simulations.
