变系数模型的稳健估计

赵培信; 薛留根

赵培信, 薛留根. 变系数模型的稳健估计[J]. 北京工业大学学报, 2011, 37(2): 302-305,313.

引用本文:

赵培信, 薛留根. 变系数模型的稳健估计[J]. 北京工业大学学报, 2011, 37(2): 302-305,313.

ZHAO Pei-xin, XUE Liu-gen. Robust Estimation for Varying Coefficient Model[J]. Journal of Beijing University of Technology, 2011, 37(2): 302-305,313.

Citation:

ZHAO Pei-xin, XUE Liu-gen. Robust Estimation for Varying Coefficient Model[J]. Journal of Beijing University of Technology, 2011, 37(2): 302-305,313.

变系数模型的稳健估计

Robust Estimation for Varying Coefficient Model

摘要

摘要: 为了研究变系数模型的稳健估计问题,结合B-样条方法和taut string方法得到了一个稳健估计过程;结合局部二次逼近方法,给出了一个迭代算法.数据模拟结果表明所得估计是稳健的.

Abstract: This paper considers robust estimation of varying coefficient models with emphasis on resistance against outliers.By combining B-splines method with taut string method,a robust estimation procedure is proposed.Based on local quadratic approximation,an iterative algorithm is introduced.Simulation study indicates that the proposed method is robust.

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