Robust estimation for function-on-scalar regression models

AbstractFor the functional linear models in which the dependent variable is functional and the predictors are scalar, robust regularization for simultaneous variable selection and regression parameter estimation is an important yet challenging issue. In this paper, we propose two types of regularized robust estimation methods. The first estimator adopts the ideas of reproducing kernel Hilbert space, least absolute deviation and group Lasso techniques. Based on the first method, the second estimator applies the pre-whitening technique and estimates the error covariance function by using functional principal component analysis. Simulation studies are conducted to examine the performance of the proposed methods in small sample sizes. The method is also applied to the Canadian weather data set, which consists of the daily average temperature and precipitation observed by 35 meteorological stations across Canada from 1960 to 1994. Numerical simulations and real data analysis show a good performance of the proposed robust methods for function-on-scalar models.Keywords: Functional regression modelsparameter estimationrobustnessvariable selection Disclosure statementNo potential conflict of interest was reported by the author(s).Additional informationFundingThis work was supported by National Natural Science Foundation of China [grant number 11671194].