A robust estimation for the extended t-process regression model

Zhanfeng Wang, Kai Li and Jian Qing Shi

Statistics & Probability Letters, 2020, vol. 157, issue C

Abstract: Robust estimation and variable selection procedure are developed for the extended t-process regression model with functional data. Statistical properties such as consistency of estimators and predictions are obtained. Numerical studies show that the proposed method performs well.

Keywords: Functional data; Maximum a posterior; Spike and slab priors; Information consistency (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1016/j.spl.2019.108626

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