Partially linear varying coefficient models stratified by a functional covariate
Type
ArticleAuthors
Maity, ArnabHuang, Jianhua Z.
KAUST Grant Number
KUS-CI-016-04Date
2012-10Permanent link to this record
http://hdl.handle.net/10754/599142
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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.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.Publisher
Elsevier BVJournal
Statistics & Probability LettersPubMed ID
22904586PubMed Central ID
PMC3419621ae974a485f413a2113503eed53cd6c53
10.1016/j.spl.2012.06.002
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