Influence diagnostics for robust P-splines using scale mixture of normal distributions

DOI10.1007/S10463-015-0506-0zbMATH Open1432.62106OpenAlexW2049830499MaRDI QIDQ287528FDOQ287528

Authors: Felipe Osorio 

Publication date: 20 May 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-015-0506-0

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zbMATH Keywords

local influenceCook distancepenalized EM algorithmscale mixtures of normal distributions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Diagnostics, and linear inference and regression (62J20)

Cites Work

• Semiparametric Regression
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
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• Quantile smoothing splines
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• Local influence for incomplete-data models
• Case-deletion measures for models with incomplete data
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• Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
• Generalized Leverage and its Applications
• Robustness of the student t based M-estimator
• Conformal Normal Curvature and Assessment of Local Influence
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• Assessing Influence in Regression Analysis with Censored Data
• Multivariate Student-t regression models: Pitfalls and inference
• A recipe for robust estimation using pseudo data
• The hat matrix for smoothing splines
• Diagnostics for penalized least-squares estimators
• On statistical models for regression diagnostics
• Cook's distance in spline smoothing
• Local influence in ridge regression
• Influence diagnostics in semiparametric regression models.
• Robust penalized regression spline fitting with application to additive mixed modelling
• Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy
• Period Analysis of Variable Stars by Robust Smoothing
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• On Computing Robust Splines and Applications
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• Algorithm AS 187: Derivatives of the Incomplete Gamma Integral
• EMPIRICAL INFLUENCE FOR ROBUST SMOOTHING
• Robust Nonparametric Regression via Sparsity Control With Application to Load Curve Data Cleansing
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• An application of the local influence approach to ridge regression
• Robustness for general design mixed models using thet-distribution
• The smoothing parameter, confidence interval and robustness for smoothing splines
• Estimation in nonlinear mixed-effects models using heavy-tailed distributions
• Local influence for Student-\(t\) partially linear models
• Derivatives diagnostics and robustness for smoothing splines

Cited In (5)

• Robust nonparametric regression for heavy-tailed data
• The smoothing parameter, confidence interval and robustness for smoothing splines
• Improved likelihood ratio tests in a measurement error model for multivariate replicated data
• Robust joint modelling of sparsely observed paired functional data
• Automatic search intervals for the smoothing parameter in penalized splines

Uses Software

• R
• SemiPar
• heavy
• AS 187

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