M-type penalized splines with auxiliary scale estimation
نویسندگان
چکیده
Penalized spline smoothing is a popular and flexible method of obtaining estimates in nonparametric regression but the classical least-squares criterion highly susceptible to model deviations atypical observations. estimation with resistant loss function natural remedy, yet this day asymptotic properties M-type penalized estimators have not been studied. We show paper that achieve same rates convergence as their counterparts, even auxiliary scale estimation. further find theoretical justification for use small number knots relative sample size. illustrate benefits splines Monte-Carlo study two real-data examples, which contain
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2021
ISSN: ['1873-1171', '0378-3758']
DOI: https://doi.org/10.1016/j.jspi.2020.09.004