A robust estimation for the extended t-process regression model

被引：1
|
作者：
Wang, Zhanfeng [1 ]
Li, Kai [1 ]
Shi, Jian Qing [2 ]
机构：
[1] Univ Sci & Technol China, Dept Stat & Finance, Sch Management, Hefei, Anhui, Peoples R China
[2] Newcastle Univ, Sch Math & Stat, Newcastle Upon Tyne, Tyne & Wear, England
来源：
STATISTICS & PROBABILITY LETTERS | 2020年 / 157卷
关键词：
Functional data; Maximum a posterior; Spike and slab priors; Information consistency; VARIABLE SELECTION; SPIKE;
D O I：
10.1016/j.spl.2019.108626
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Robust estimation and variable selection procedure are developed for the extended t-process regression model with functional data. Statistical properties such as consistency of estimators and predictions are obtained. Numerical studies show that the proposed method performs well. (C) 2019 Elsevier B.V. All rights reserved.
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页数：5
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