Partially linear varying coefficient models stratified by a functional covariate

Handle URI:
http://hdl.handle.net/10754/599142
Title:
Partially linear varying coefficient models stratified by a functional covariate
Authors:
Maity, Arnab; Huang, Jianhua Z.
Abstract:
We consider the problem of estimation in semiparametric varying coefficient models where the covariate modifying the varying coefficients is functional and is modeled nonparametrically. We develop a kernel-based estimator of the nonparametric component and a profiling estimator of the parametric component of the model and derive their asymptotic properties. Specifically, we show the consistency of the nonparametric functional estimates and derive the asymptotic expansion of the estimates of the parametric component. We illustrate the performance of our methodology using a simulation study and a real data application.
Citation:
Maity A, Huang JZ (2012) Partially linear varying coefficient models stratified by a functional covariate. Statistics & Probability Letters 82: 1807–1814. Available: http://dx.doi.org/10.1016/j.spl.2012.06.002.
Publisher:
Elsevier BV
Journal:
Statistics & Probability Letters
KAUST Grant Number:
KUS-CI-016-04
Issue Date:
Oct-2012
DOI:
10.1016/j.spl.2012.06.002
PubMed ID:
22904586
PubMed Central ID:
PMC3419621
Type:
Article
ISSN:
0167-7152
Sponsors:
Maity’s work was partly supported by Award Number R00ES017744 from the National Institute of Environmental Health Sciences. The content is solely the responsibility of the authors and does not necessarily represent the official views of the National Institute Of Environmental Health Sciences or the National Institutes of Health. Huang’s work was partly supported by grants from NSF (DMS-09-07170 and DMS-10-07618) and King Abdullah University of Science and Technology (KUS-CI-016-04). We are also grateful to two anonymous reviewers for their careful evaluation of the paper and constructive comments that led to a significantly improved version of the paper.
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Full metadata record

DC FieldValue Language
dc.contributor.authorMaity, Arnaben
dc.contributor.authorHuang, Jianhua Z.en
dc.date.accessioned2016-02-25T13:53:39Zen
dc.date.available2016-02-25T13:53:39Zen
dc.date.issued2012-10en
dc.identifier.citationMaity A, Huang JZ (2012) Partially linear varying coefficient models stratified by a functional covariate. Statistics & Probability Letters 82: 1807–1814. Available: http://dx.doi.org/10.1016/j.spl.2012.06.002.en
dc.identifier.issn0167-7152en
dc.identifier.pmid22904586en
dc.identifier.doi10.1016/j.spl.2012.06.002en
dc.identifier.urihttp://hdl.handle.net/10754/599142en
dc.description.abstractWe consider the problem of estimation in semiparametric varying coefficient models where the covariate modifying the varying coefficients is functional and is modeled nonparametrically. We develop a kernel-based estimator of the nonparametric component and a profiling estimator of the parametric component of the model and derive their asymptotic properties. Specifically, we show the consistency of the nonparametric functional estimates and derive the asymptotic expansion of the estimates of the parametric component. We illustrate the performance of our methodology using a simulation study and a real data application.en
dc.description.sponsorshipMaity’s work was partly supported by Award Number R00ES017744 from the National Institute of Environmental Health Sciences. The content is solely the responsibility of the authors and does not necessarily represent the official views of the National Institute Of Environmental Health Sciences or the National Institutes of Health. Huang’s work was partly supported by grants from NSF (DMS-09-07170 and DMS-10-07618) and King Abdullah University of Science and Technology (KUS-CI-016-04). We are also grateful to two anonymous reviewers for their careful evaluation of the paper and constructive comments that led to a significantly improved version of the paper.en
dc.publisherElsevier BVen
dc.subjectFunctional regressionen
dc.subjectKernel smoothingen
dc.subjectProfile methoden
dc.subjectSemi-varying coefficient modelen
dc.titlePartially linear varying coefficient models stratified by a functional covariateen
dc.typeArticleen
dc.identifier.journalStatistics & Probability Lettersen
dc.identifier.pmcidPMC3419621en
dc.contributor.institutionDepartment of Statistics, North Carolina State University, Raleigh NC 27695, U.S.A.en
kaust.grant.numberKUS-CI-016-04en
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