Robust Estimation for Semi-Functional Linear Model with Autoregressive Errors
It is well-known that the traditional functional regression model is mainly based on the least square or likelihood method. These methods usually rely on some strong assumptions, such as error independence and normality, that are not always satisfied. For example, the response variable may contain o...
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| Format: | Article |
| Language: | English |
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MDPI AG
2023-01-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/11/2/277 |
| _version_ | 1797439104285147136 |
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| author | Bin Yang Min Chen Tong Su Jianjun Zhou |
| author_facet | Bin Yang Min Chen Tong Su Jianjun Zhou |
| author_sort | Bin Yang |
| collection | DOAJ |
| description | It is well-known that the traditional functional regression model is mainly based on the least square or likelihood method. These methods usually rely on some strong assumptions, such as error independence and normality, that are not always satisfied. For example, the response variable may contain outliers, and the error term is serially correlated. Violation of assumptions can result in unfavorable influences on model estimation. Therefore, a robust estimation procedure of a semi-functional linear model with autoregressive error is developed to solve this problem. We compare the efficiency of our procedure to the least square method through a simulation study and two real data analyses. The conclusion illustrates that the proposed method outperforms the least square method, providing random errors follow the heavy-tail distribution. |
| first_indexed | 2024-03-09T11:47:52Z |
| format | Article |
| id | doaj.art-d3cdcdf81b704993a55183ffcc480e1c |
| institution | Directory Open Access Journal |
| issn | 2227-7390 |
| language | English |
| last_indexed | 2024-03-09T11:47:52Z |
| publishDate | 2023-01-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Mathematics |
| spelling | doaj.art-d3cdcdf81b704993a55183ffcc480e1c2023-11-30T23:19:56ZengMDPI AGMathematics2227-73902023-01-0111227710.3390/math11020277Robust Estimation for Semi-Functional Linear Model with Autoregressive ErrorsBin Yang0Min Chen1Tong Su2Jianjun Zhou3Yunnan Key Laboratory of Statistical Modeling and Data Analysis, Yunnan University, Kunming 650091, ChinaSchool of Mathematical Sciences, Shanxi University, Taiyuan 030006, ChinaYunnan Key Laboratory of Statistical Modeling and Data Analysis, Yunnan University, Kunming 650091, ChinaYunnan Key Laboratory of Statistical Modeling and Data Analysis, Yunnan University, Kunming 650091, ChinaIt is well-known that the traditional functional regression model is mainly based on the least square or likelihood method. These methods usually rely on some strong assumptions, such as error independence and normality, that are not always satisfied. For example, the response variable may contain outliers, and the error term is serially correlated. Violation of assumptions can result in unfavorable influences on model estimation. Therefore, a robust estimation procedure of a semi-functional linear model with autoregressive error is developed to solve this problem. We compare the efficiency of our procedure to the least square method through a simulation study and two real data analyses. The conclusion illustrates that the proposed method outperforms the least square method, providing random errors follow the heavy-tail distribution.https://www.mdpi.com/2227-7390/11/2/277autoregressive errorsheavy-tail distributionoutlierrobust estimationsemi-functional linear model |
| spellingShingle | Bin Yang Min Chen Tong Su Jianjun Zhou Robust Estimation for Semi-Functional Linear Model with Autoregressive Errors Mathematics autoregressive errors heavy-tail distribution outlier robust estimation semi-functional linear model |
| title | Robust Estimation for Semi-Functional Linear Model with Autoregressive Errors |
| title_full | Robust Estimation for Semi-Functional Linear Model with Autoregressive Errors |
| title_fullStr | Robust Estimation for Semi-Functional Linear Model with Autoregressive Errors |
| title_full_unstemmed | Robust Estimation for Semi-Functional Linear Model with Autoregressive Errors |
| title_short | Robust Estimation for Semi-Functional Linear Model with Autoregressive Errors |
| title_sort | robust estimation for semi functional linear model with autoregressive errors |
| topic | autoregressive errors heavy-tail distribution outlier robust estimation semi-functional linear model |
| url | https://www.mdpi.com/2227-7390/11/2/277 |
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