Robust estimators in semi-functional partial linear regression models

被引:21
作者
Boente, Graciela [1 ,2 ]
Vahnovan, Alejandra [3 ,4 ]
机构
[1] Univ Buenos Aires, Fac Ciencias Exactas & Nat, Dept Matemat, Ciudad Univ,Pabellon 1,C1428EHA, RA-1428 Buenos Aires, DF, Argentina
[2] Consejo Nacl Invest Cient & Tecn, IMAS, Ciudad Univ,Pabellon 1, RA-1428 Buenos Aires, DF, Argentina
[3] Univ Nacl La Plata, Fac Ciencias Exactas, Dept Matemat, Calle 50 & 115, La Plata, Buenos Aires, Argentina
[4] Consejo Nacl Invest Cient & Tecn, Godoy Cruz 2290, RA-1425 Buenos Aires, DF, Argentina
关键词
Functional data; Kernel smoothers; Partial linear models; Robust estimation; BAYESIAN BANDWIDTH ESTIMATION; NONPARAMETRIC REGRESSION; SMOOTHING PARAMETER; SINGLE; SELECTION;
D O I
10.1016/j.jmva.2016.10.005
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
Partial linear models have been adapted to deal with functional covariates to capture both the advantages of a semi-linear modelling and those of nonparametric modelling for functional data. It is easy to see that the estimation procedures for these models are highly sensitive to the presence of even a small proportion of outliers in the data. To solve the problem of atypical observations when the covariates of the nonparametric component are functional, robust estimates for the regression parameter and regression operator are introduced. Consistency results of the robust estimators and the asymptotic distribution of the regression parameter estimator are studied. The reported numerical experiments show that the resulting estimators have good robustness properties. The benefits of considering robust estimators is also illustrated on a real data set where the robust fit reveals the presence of influential outliers. (C) 2016 Elsevier Inc. All rights reserved.
引用
收藏
页码:59 / 84
页数:26
相关论文
共 55 条
[1]   Cross-validated estimations in the single-functional index model [J].
Ait-Saidi, Ahmed ;
Ferraty, Frederic ;
Kassa, Rabah ;
Vieu, Philippe .
STATISTICS, 2008, 42 (06) :475-494
[2]   Error variance estimation in semi-functional partially linear regression models [J].
Aneiros, German ;
Ling, Nengxiang ;
Vieu, Philippe .
JOURNAL OF NONPARAMETRIC STATISTICS, 2015, 27 (03) :316-330
[3]   Nonparametric time series prediction:: A semi-functional partial linear modeling [J].
Aneiros-Perez, German ;
Vieu, Philippe .
JOURNAL OF MULTIVARIATE ANALYSIS, 2008, 99 (05) :834-857
[4]   Semi-functional partial linear regression [J].
Aneiros-Perez, German ;
Vieu, Philippe .
STATISTICS & PROBABILITY LETTERS, 2006, 76 (11) :1102-1110
[5]   Testing linearity in semi-parametric functional data analysis [J].
Aneiros-Perez, German ;
Vieu, Philippe .
COMPUTATIONAL STATISTICS, 2013, 28 (02) :413-434
[6]   Automatic estimation procedure in partial linear model with functional data [J].
Aneiros-Perez, German ;
Vieu, Philippe .
STATISTICAL PAPERS, 2011, 52 (04) :751-771
[7]   On robust nonparametric regression estimation for a functional regressor [J].
Azzedine, Nadjia ;
Laksaci, Ali ;
Ould-Saied, Elias .
STATISTICS & PROBABILITY LETTERS, 2008, 78 (18) :3216-3221
[8]   Local smoothing regression with functional data [J].
Benhenni, K. ;
Ferraty, F. ;
Rachdi, M. ;
Vieu, P. .
COMPUTATIONAL STATISTICS, 2007, 22 (03) :353-369
[9]   Robust estimators in semiparametric partly linear regression models [J].
Bianco, A ;
Boente, G .
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2004, 122 (1-2) :229-252
[10]   Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection [J].
Bianco, Ana ;
Boente, Graciela .
JOURNAL OF TIME SERIES ANALYSIS, 2007, 28 (02) :274-306