Semi-functional partial linear regression with measurement error: An approach based on $k$NN estimation

Fuente: arXiv
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Autores principales: Novo, Silvia, Aneiros, Germán, Vieu, Philippe
Formato: Preprint
Publicado: 2024
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author Novo, Silvia
Aneiros, Germán
Vieu, Philippe
author_facet Novo, Silvia
Aneiros, Germán
Vieu, Philippe
contents This paper focuses on a semiparametric regression model in which the response variable is explained by the sum of two components. One of them is parametric (linear), the corresponding explanatory variable is measured with additive error and its dimension is finite ($p$). The other component models, in a nonparametric way, the effect of a functional variable (infinite dimension) on the response. $k$-NN based estimators are proposed for each component, and some asymptotic results are obtained. A simulation study illustrates the behaviour of such estimators for finite sample sizes, while an application to real data shows the usefulness of our proposal.
format Preprint
id arxiv_https___arxiv_org_abs_2402_11292
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Semi-functional partial linear regression with measurement error: An approach based on $k$NN estimation
Novo, Silvia
Aneiros, Germán
Vieu, Philippe
Methodology
62G05, 62G08, 62G20
This paper focuses on a semiparametric regression model in which the response variable is explained by the sum of two components. One of them is parametric (linear), the corresponding explanatory variable is measured with additive error and its dimension is finite ($p$). The other component models, in a nonparametric way, the effect of a functional variable (infinite dimension) on the response. $k$-NN based estimators are proposed for each component, and some asymptotic results are obtained. A simulation study illustrates the behaviour of such estimators for finite sample sizes, while an application to real data shows the usefulness of our proposal.
title Semi-functional partial linear regression with measurement error: An approach based on $k$NN estimation
topic Methodology
62G05, 62G08, 62G20
url https://arxiv.org/abs/2402.11292