Rank estimation for the function-on-scalar model

Jun Sun, Mingtao Zhao, Ning Li and Jing Yang ()
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Jun Sun: Anhui University of Finance and Economics
Mingtao Zhao: Anhui University of Finance and Economics
Ning Li: Hefei University
Jing Yang: Hunan Normal University

Computational Statistics, 2024, vol. 39, issue 4, No 5, 1807-1823

Abstract: Abstract Rank regression method has been widely pursued for robust inference in statistical models. Unfortunately, there does not exist related literature for the function-on-scalar model, which is the focus of this paper. We study the robust estimation based on rank regression and B-spline approximations for the function-on-scalar model and further establish the theoretical properties of the proposed method under regularity conditions. Extensive simulation studies and two real data applications are given to illustrate the merits of the proposed approach. Numerical results show that the proposed method is competitive with existing robust estimation procedures.

Keywords: Function-on-scalar models; Rank regression; B-splines; Robustness (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s00180-023-01414-9

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