A robust estimation for the extended t-process regression model

2018/12/18 by Zhanfeng Wang, Kai Li, Wang, Zhanfeng +3
Mathematics · Decision Sciences · #Statistical Distribution Estimation and Applications #Advanced Statistical Process Monitoring #Advanced Statistical Methods and Models

paper · pdf · doi:10.48550/arxiv.1812.07701

Abstract

Robust estimation and variable selection procedure are developed for the extended t-process regression model with functional data. Statistical properties such as consistency of estimators and predictions are obtained. Numerical studies show that the proposed method performs well.

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