The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Online Program Home
Abstract Details
Activity Number:
|
345
|
Type:
|
Contributed
|
Date/Time:
|
Tuesday, July 31, 2012 : 10:30 AM to 12:20 PM
|
Sponsor:
|
IMS
|
Abstract - #304669 |
Title:
|
Estimation in Functional Linear Quantile Regression
|
Author(s):
|
Kengo Kato*+
|
Companies:
|
Hiroshima University
|
Address:
|
1-3-1 Kagamiyama, Higashi-Hiroshima 739-8526, , Japan
|
Keywords:
|
functional data ;
principal component analysis ;
quantile regression
|
Abstract:
|
This paper studies estimation in functional linear quantile regression in which the dependent variable is scalar while the covariate is a function, and the conditional quantile for a fixed quantile index is modeled as a linear functional of the covariate. We presume that covariates are discretely observed and sampling points may differ across subjects, where the number of measurements per subject increases as the sample size. We allow the quantile index to vary over a given subset of the open unit interval, so the slope function is a function of two variables: (typically) time and quantile index. Likewise, the conditional quantile function is a function of the quantile index and the covariate. We consider an estimator for the slope function based on the principal component basis. An estimator for the conditional quantile function is obtained by a plug-in method. Since the so-constructed plug-in estimator not necessarily satisfies the monotonicity constraint with respect to the quantile index, we also consider a class of monotonized estimators for the conditional quantile function. We establish rates of convergence for these estimators under suitable norms, showing that these
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2012 program
|
2012 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.