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Abstract:
In this article, we consider a new robust estimation procedure for the partial functional linear model (PFLM) with the slope function approximated by spline basis functions. This robust estimation procedure applies a modified Huber's function with tail function replaced by the exponential squared loss (ESL) to achieve robustness against outliers. A data-driven procedure is presented for selecting the tuning parameters of the new estimation method, which enables us to reach better robustness and efficiency than other methods in the presence of outliers or non-normal errors. We construct robust estimators of both parametric coefficients and function coefficient in the PFLM. Moreover, some asymptotic properties of the resulting estimators are established. The finite sample performance of our proposed method is studied through simulations and illustrated with a data example.
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JOURNAL OF THE KOREAN STATISTICAL SOCIETY
ISSN: 1226-3192
Year: 2020
Issue: 4
Volume: 49
Page: 1214-1237
0 . 6 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:46
Cited Count:
WoS CC Cited Count: 8
SCOPUS Cited Count: 9
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 8
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