Least Absolute Deviation Estimate for Functional Coefficient Partially Linear Regression Models
Author(s) -
Yanqin Feng,
Guoxin Zuo,
Li Liu
Publication year - 2012
Publication title -
journal of probability and statistics
Language(s) - English
Resource type - Journals
eISSN - 1687-9538
pISSN - 1687-952X
DOI - 10.1155/2012/131085
Subject(s) - mathematics , linear regression , proper linear model , linear model , estimator , least absolute deviations , linear predictor function , generalization , nonparametric statistics , coefficient matrix , nonparametric regression , regression analysis , statistics , polynomial regression , mathematical analysis , eigenvalues and eigenvectors , physics , quantum mechanics
The functional coefficient partially linear regression model is a useful generalization of the nonparametricmodel, partial linear model, and varying coefficient model. In this paper, the local linear technique and the method are employed to estimate all the functions in the functional coefficient partially linear regression model. The asymptotic properties of the proposed estimators are studied. Simulation studies are conducted to show the validity of the estimate procedure
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