Robust Estimation for Varying Coefficient Model

摘要：

This paper considers robust estimation of varying coefficient model with emphasis on resistance against outliers. By combining B-splines method with taut string method, a penalized B-splines procedure is proposed. Based on local quadratic approximation, an iterative algorithm is introduced. A simulation study is undertaken to assess the finite sample performance of the proposed method. An example in epidemiology is used for illustration.

关键词： Varying Coefficient Model B-splines Taut String Method Robust Estimation

作者: ZHAO Peixin XUE Liugen

作者单位: College of Applied Sciences, Beijing University of Technology, P.R.China, 100124 Department of Mathe College of Applied Sciences, Beijing University of Technology, P.R.China, 100124

会议类型: 国际会议

会议名称: 2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

会议地点: 青岛

会议语种:英文

页码: 1-6

在线出版日期: 2009-07-25（万方平台首次上网日期，不代表论文的发表时间）