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Abstract:
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.
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Source :
Journal of Beijing University of Technology
ISSN: 0254-0037
Year: 2011
Issue: 2
Volume: 37
Page: 302-305,313
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ESI Highly Cited Papers on the List: 0 Unfold All
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30 Days PV: 2
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