论文标题
功能性二次回归模型的强大估计
Robust estimation for functional quadratic regression models
论文作者
论文摘要
功能二次回归模型假定标量响应之间的多项式关系,而不是线性响应。与功能线性回归一样,垂直和特别高杠杆异常值可能会影响经典估计器。因此,在这种情况下提供可靠的估计器的强大程序提案是一个重要问题。考虑到功能多项式模型等同于回归模型,该模型是预测指标过程的功能主成分分数中相同顺序的多项式,我们的建议结合了主要方向的强大估计器与强大的回归估计器基于有界损耗功能和剩余尺度估算值的可靠回归估计器。该方法的渔民一致性是在轻度假设下得出的。一项数值研究的结果表明,对于有限样本,强有力的提案比基于样本主方向和最小二乘的提案的好处。还通过对真实数据集的分析来说明所提出方法的有用性,该数据集揭示了当潜在异常值删除时,经典和强大的方法的行为非常相似。
Functional quadratic regression models postulate a polynomial relationship between a scalar response rather than a linear one. As in functional linear regression, vertical and specially high-leverage outliers may affect the classical estimators. For that reason, the proposal of robust procedures providing reliable estimators in such situations is an important issue. Taking into account that the functional polynomial model is equivalent to a regression model that is a polynomial of the same order in the functional principal component scores of the predictor processes, our proposal combines robust estimators of the principal directions with robust regression estimators based on a bounded loss function and a preliminary residual scale estimator. Fisher-consistency of the proposed method is derived under mild assumptions. The results of a numerical study show, for finite samples, the benefits of the robust proposal over the one based on sample principal directions and least squares. The usefulness of the proposed approach is also illustrated through the analysis of a real data set which reveals that when the potential outliers are removed the classical and robust methods behave very similarly.