Work

On Estimation and Prediction in a Spatial Semi-Functional Linear Regression Model with Derivatives

Year: 2024

Type: article

Abstract: In this paper, we tackle estimation and prediction at non-visted sites in a spatial semi-functional linear regression model with derivatives that combines a functional linear model with a nonparametric regression one. The parametric part is estimated by a method of moments and the other one by a local linear estimator. We establish the convergence rate of the resulting estimators and predictor. A simulation study and an application to ozone pollution prediction at non-visited sites are proposed to illustrate our results.

Source: Mathematical Methods of Statistics

DOI: 10.3103/s1066530724700169

Authors: Stéphane Bouka, Kowir Pambo Bello, Guy Martial Nkiet

Institution: Université des Sciences et Techniques de Masuku

Language: English

Topic: Spatial and Panel Data Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4281701042

FWCI: 1.067

Cites: 22

Cited by: 3

Related to: 10