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Abstract:
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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Source :
RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, VOLS I AND II
Year: 2009
Page: 1085-1090
Language: English
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 11
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