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A robust estimation for the extended \(t\)-process regression model. (English) Zbl 1459.62131

Summary: Robust estimation and variable selection procedure are developed for the extended \(t\)-process regression model with functional data. Statistical properties such as consistency of estimators and predictions are obtained. Numerical studies show that the proposed method performs well.

MSC:

62J02 General nonlinear regression
62F35 Robustness and adaptive procedures (parametric inference)
62R10 Functional data analysis
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References:

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