Robust functional ANOVA model with t-process

Chen Zhang; Zimu Chen; Zhanfeng Wang; Yaohua Wu

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arXiv · 1812.07173

Robust functional ANOVA model with t-process

Chen Zhang·Zimu Chen·Zhanfeng Wang·Yaohua Wu

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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.

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Chen Zhang, Zimu Chen, Zhanfeng Wang, Yaohua Wu. 2018-12-18. Robust functional ANOVA model with t-process. https://arxiv.org/abs/1812.07173

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