Multivariate calibration with robust signal regression

DOI10.1177/1471082X18782813OpenAlexW2884513189WikidataQ58050172 ScholiaQ58050172MaRDI QIDQ5142255FDOQ5142255

Authors: Bin Li, Brian D. Marx, Somsubhra Chakraborty, David C. Weindorf 

Publication date: 30 December 2020

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1471082x18782813

zbMATH Keywords

P-splinesrobust regressionmultivariate calibrationsignal regressionHuber loss

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Title not available (Why is that?)
• Robust Estimation of a Location Parameter
• Robust Statistics
• Alternatives to the Median Absolute Deviation
• Robust Statistics
• Breakdown points of t-type regression estimators
• Robust Linear Model Selection by Cross-Validation
• Adaptive \(M\)-estimation in nonparametric regression
• Robust penalized regression spline fitting with application to additive mixed modelling
• Title not available (Why is that?)
• Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
• Asymptotics for M-type smoothing splines
• A reinvestigation of robust scale estimation in finite samples
• Robust and sparse bridge regression
• Beyond mean regression

Cited In (3)

• MULTIVARIATE CALIBRATION WITH SUPPORT VECTOR REGRESSION BASED ON RANDOM PROJECTION
• Robust calibration and arbitrage-free interpolation of SSVI slices
• Scale calibration for high-dimensional robust regression

Uses Software

• robustbase

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