Robust shrinkage estimation and selection for functional multiple linear model through LAD loss

DOI10.1016/j.csda.2016.05.017zbMath1466.62103OpenAlexW2408912183MaRDI QIDQ1659013

Si Yang Wang, Jun-Long Zhao, Le Le Huang, Hui-Wen Wang

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.05.017

zbMATH Keywords

robustnessfunctional linear modelvariables selectionmultiple functional predictors

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (11)

Variable selection for functional linear models with strong heredity constraint ⋮ Estimation and variable selection for partially functional linear models ⋮ 2nd special issue on robust analysis of complex data ⋮ Variable Selection for Multiple Function-on-Function Linear Regression ⋮ Generalized signed-rank estimation and selection for the functional linear model ⋮ Model selection for functional linear regression with hierarchical structure ⋮ Statistical inference for the functional quadratic quantile regression model ⋮ Functional variable selection via Gram–Schmidt orthogonalization for multiple functional linear regression ⋮ Multivariate functional generalized additive models ⋮ Variable selection in functional regression models: a review ⋮ Skew-normal partial functional linear model and homogeneity test

Uses Software

• fda (R)

Cites Work

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