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Register a new userRobust functional ANOVA model with t-process
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Added by
Chen Zhang
Publication date
2018
fields
Mathematical Statistics
and research's language is
English
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No Arabic abstract
Robust estimation approaches are of fundamental importance for statistical modelling. To reduce susceptibility to outliers, we propose a robust estimation procedure with t-process under functional ANOVA model. Besides common mean structure of the studied subjects, their personal characters are also informative, especially for prediction. We develop a prediction method to predict the individual effect. Statistical properties, such as robustness and information consistency, are studied. Numerical studies including simulation and real data examples show that the proposed method performs well.
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