Far East Journal of Theoretical Statistics
Volume 48, Issue 2, Pages 111 - 137
(August 2014)
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PENALTY SPLINE ESTIMATORS FOR PARTIAL FUNCTIONAL LINEAR MODELS
Jianjun Zhou and Chen Min
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Abstract: Penalized spline smoothing technique is very popular in nonparametric and semiparametric modeling. In this paper, we propose the penalized spline estimation of the slope function in the partial functional linear model. Under some assumptions, asymptotic results are established, including asymptotic normality for the parameter vector and the global rate of convergence for the slope function. Finally, we evaluate the performance of penalized spline method by a numeric simulation study. |
Keywords and phrases: functional data analysis, penalized spline estimation, asymptotic normality, rates of convergence. |
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