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arXiv · 2602.01691

Locally sparse estimation for simultaneous functional quantile regression

Boyi Hu·Jiguo Cao
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Abstract

Motivated by the study of how daily temperature affects soybean yield, this article proposes a simultaneous functional quantile regression (FQR) model featuring a locally sparse bivariate slope function indexed by both quantile and time and linked to a functional predictor. The slope function's local sparsity means it holds non-zero values only in certain segments of its domain, remaining zero elsewhere. These zero-slope regions, which vary by quantile, indicate times when the functional predictor has no discernible impact on the response variable. This feature boosts the model's interpretability. Unlike traditional FQR models, which fit one quantile at a time and have several limitations, our proposed method can handle a spectrum of quantiles simultaneously. We tested the new approach through simulation studies, demonstrating its clear advantages over standard techniques. To validate its practical use, we applied the method to soybean yield data, pinpointing the time periods when daily temperature doesn't affect yield. This insight could be crucial for agricultural planning and crop management.

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Boyi Hu, Jiguo Cao. 2026-02-02. Locally sparse estimation for simultaneous functional quantile regression. https://arxiv.org/abs/2602.01691

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