JSM 2012 Home

JSM 2012 Online Program

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

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.