Robust estimation for varying coefficient model - 文章详情页

作者：

Zhao, Pei-Xin (Zhao, Pei-Xin.) | Xue, Liu-Gen (Xue, Liu-Gen.) (学者：薛留根)

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摘要：

This　paper　considers　robust　estimation　of　varying　coefficient　models　with　emphasis　on　resistance　against　outliers.　By　combining　B-splines　method　with　taut　string　method,　a　robust　estimation　procedure　is　proposed.　Based　on　local　quadratic　approximation,　an　iterative　algorithm　is　introduced.　Simulation　study　indicates　that　the　proposed　method　is　robust.

关键词：

Approximation algorithms Iterative methods Multivariable systems Regression analysis Robust control

作者机构：

[ 1 ] [Zhao, Pei-Xin]College of Applied Sciences, Beijing University of Technology, Beijing 100124, China
[ 2 ] [Zhao, Pei-Xin]Department of Mathematics, Hechi University, Yizhou 546300, Guangxi, China
[ 3 ] [Xue, Liu-Gen]College of Applied Sciences, Beijing University of Technology, Beijing 100124, China

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