Semi-functional partial linear regression with measurement error: an approach based on kNN estimation

• Silvia Novo ^[1] ; Germán Aneiros ^[2] ; Philippe Vieu ^[3]
  1. [1] Universidad Carlos III de Madrid

     Universidad Carlos III de Madrid

     Madrid, España

     
  2. [2] Universidade da Coruña

     Universidade da Coruña

     A Coruña, España

     
  3. [3] Paul Sabatier University

     Paul Sabatier University

     Arrondissement de Toulouse, Francia

     

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• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 34, Nº. 1, 2025, págs. 235-261
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • This paper focuses on a semi-parametric 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. kNN-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.