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Robust Nonparametric Regression for Heavy-Tailed Data
Journal of Agricultural, Biological and Environmental Statistics ( IF 1.4 ) Pub Date : 2019-12-05 , DOI: 10.1007/s13253-019-00382-2
Ferdos Gorji , Mina Aminghafari

We propose a robust nonparametric regression method that can deal with heavy-tailed noise and also a heavy-tailed input variable. We decompose the trajectory matrix of the response variable of the regression problem to extract the regression function in a nonparametric way. We implement the decomposition in a robust way using iterative robust linear regressions. We show the effectiveness of the proposed method on synthetic and real data in comparison with two other nonparametric methods and a robust linear method.

中文翻译:

重尾数据的鲁棒非参数回归

我们提出了一种鲁棒的非参数回归方法,可以处理重尾噪声和重尾输入变量。我们分解回归问题的响应变量的轨迹矩阵,以非参数的方式提取回归函数。我们使用迭代稳健线性回归以稳健的方式实现分解。与其他两种非参数方法和稳健的线性方法相比,我们展示了所提出的方法在合成和真实数据上的有效性。
更新日期:2019-12-05
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