Robust penalized regression spline fitting with application to additive mixed modelling

DOI10.1007/S00180-007-0031-6MaRDI QIDQ2271705zbMATH OpenOpenAlexFDO

Authors Hee-Seok Oh, Thomas C. M. Lee

Publication date 8 August 2009

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-007-0031-6

zbMATH Keywords

additive mixed regression modelsM-type robust estimationpenalized splinessemiparametric regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Numerical computation using splines (65D07)

Review text

A new approach to nonparametric spline regression estimation is considered based on the penalized M-type criterion with the Huber loss function. An iterative algorithm for spline coefficients calculation is proposed. The choice of starting values and the smoothing parameter are discussed. A semiparametric model with linear and nonparametric parts is considered. Results of simulations and real data applications are presented.

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Cites work

• Asymptotics for M-type smoothing splines
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• scientific article; zbMATH DE number 3967642 (Why is no real title available?)
• Miscellanea. On the optimal amount of smoothing in penalised spline regression
• Semiparametric Regression
• The Identification of Multiple Outliers

Cited in

(17)

• Nonlinear surface regression with dimension reduction method
• Comparative analysis for robust penalized spline smoothing methods
• Semiparametric regression during 2003--2007
• RMARS: robustification of multivariate adaptive regression spline under polyhedral uncertainty
• A robust penalized estimation for identification in semiparametric additive models
• Influence diagnostics for robust P-splines using scale mixture of normal distributions
• Partially linear estimation using sufficient dimension reduction
• A Penalized Spline Approach to Functional Mixed Effects Model Analysis
• ON CONFIDENCE INTERVALS FOR GENERALIZED ADDITIVE MODELS BASED ON PENALIZED REGRESSION SPLINES
• NonparametricM-quantile regression using penalised splines
• Robust partial residuals estimation in semiparametric partially linear model
• Multivariate calibration with robust signal regression
• scientific article; zbMATH DE number 6315857 (Why is no real title available?)
• Asymptotics and smoothing parameter selection for penalized spline regression with various loss functions
• Robust nonparametric regression: a review
• A robust variant of cubic smoothing spline approximation
• \(M\)-type penalized splines with auxiliary scale estimation

Describes a project that uses

Uses Software

• SemiPar

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