Robust functional ANOVA model with t-process
Methodology
2018-12-19 v1
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.
Cite
@article{arxiv.1812.07173,
title = {Robust functional ANOVA model with t-process},
author = {Chen Zhang and Zimu Chen and Zhanfeng Wang and Yaohua Wu},
journal= {arXiv preprint arXiv:1812.07173},
year = {2018}
}
Comments
20 pages, 3 figures