Partially linear functional quantile regression in a reproducing kernel Hilbert space

Yan Zhou; Weiping Zhang; Hongmei Lin; Heng Lian

doi:10.1080/10485252.2022.2073354

Author(s)

Yan Zhou
Weiping Zhang
Hongmei Lin
Heng Lian

Related Research Unit(s)

Department of Mathematics

Detail(s)

Original language	English
Pages (from-to)	789–803
Number of pages	15
Journal / Publication	Journal of Nonparametric Statistics
Volume	34
Issue number	4
Online published	19 May 2022
Publication status	Published - Dec 2022

Link(s)

DOI	DOI https://doi.org/10.1080/10485252.2022.2073354 Final Published version
	Check@CityULib
Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-85130975745&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(50fb3b95-40a7-4b15-bf96-9b118fe2bdf8).html

Abstract

We consider quantile functional regression with a functional part and a scalar linear part. We establish the optimal prediction rate for the model under mild assumptions in the reproducing kernel Hilbert space (RKHS) framework. Under stronger assumptions related to the capacity of the RKHS, the non-functional linear part is shown to have asymptotic normality. The estimators are illustrated in simulation studies.

Research Area(s)

Convergence rate, prediction risk, quantile regression, rademacher complexity, MODELS, PREDICTION

Citation Format(s)

[ RIS ] [ BibTeX ]

Partially linear functional quantile regression in a reproducing kernel Hilbert space. / Zhou, Yan; Zhang, Weiping; Lin, Hongmei et al.
In: Journal of Nonparametric Statistics, Vol. 34, No. 4, 12.2022, p. 789–803.

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

Zhou, Y, Zhang, W, Lin, H & Lian, H 2022, 'Partially linear functional quantile regression in a reproducing kernel Hilbert space', Journal of Nonparametric Statistics, vol. 34, no. 4, pp. 789–803. https://doi.org/10.1080/10485252.2022.2073354

Zhou, Y., Zhang, W., Lin, H., & Lian, H. (2022). Partially linear functional quantile regression in a reproducing kernel Hilbert space. Journal of Nonparametric Statistics, 34(4), 789–803. https://doi.org/10.1080/10485252.2022.2073354

Zhou Y, Zhang W, Lin H, Lian H. Partially linear functional quantile regression in a reproducing kernel Hilbert space. Journal of Nonparametric Statistics. 2022 Dec;34(4):789–803. Epub 2022 May 19. doi: 10.1080/10485252.2022.2073354

Zhou, Yan ; Zhang, Weiping ; Lin, Hongmei et al. / Partially linear functional quantile regression in a reproducing kernel Hilbert space. In: Journal of Nonparametric Statistics. 2022 ; Vol. 34, No. 4. pp. 789–803.