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Abstract:
Function-on-function linear regression is an essential tool in characterizing the linear relationship between a functional response and a functional predictor. However, most of the estimation methods for this model are based on the least-squares procedure, which is sensitive to atypical observations. In this paper, we present a robust method for the function-on-function linear model using M-estimation and penalized spline regression. A fast iterative algorithm is provided to compute the estimates. The efficiency of the proposed robust penalized M-estimator is investigated with several simulation studies in comparison with the conventional method. We demonstrate the performance of the proposed robust method with two real data examples in a capital bike-sharing study and a Hawaii ocean time-series program.
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STAT
ISSN: 2049-1573
Year: 2021
Issue: 1
Volume: 10
1 . 7 0 0
JCR@2022
JCR Journal Grade:1
Cited Count:
WoS CC Cited Count: 9
SCOPUS Cited Count: 9
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 12
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