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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.
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来源 :
RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, VOLS I AND II
年份: 2009
页码: 1085-1090
语种: 英文
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