Smoothed tensor quantile regression estimation for longitudinal data
2023
Ke, Baofang | Zhao, Weihua | Wang, Lei
As extensions of vector and matrix data with ultrahigh dimensionality and complex structures, tensor data are fast emerging in a large variety of scientific applications. In this paper, a two-stage estimation procedure for linear tensor quantile regression (QR) with longitudinal data is proposed. In the first stage, we account for within-subject correlations by using the generalized estimating equations and then impose a low-rank assumption on tensor coefficients to reduce the number of parameters by a canonical polyadic decomposition. To avoid the asymptotic analysis and computation problems caused by the non-smooth QR score function, kernel smoothing method is applied in the second stage to construct the smoothed tensor QR estimator. When the number of rank is given, a block-relaxation algorithm is proposed to estimate the regression coefficients. A modified BIC is applied to estimate the number of rank in practice and show the rank selection consistency. Further, a regularized estimator and its algorithm are investigated for better interpretation and efficiency. The asymptotic properties of the proposed estimators are established. Simulation studies and a real example on Beijing Air Quality data set are provided to show the performance of the proposed estimators.
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Эту запись предоставил National Agricultural Library