Title of article :
A new Robust algorithm for penalized regression splines based on mode-estimation
Author/Authors :
Eldeeb, Ahmed Department of Business Administration - college of Business - King Khaled University, KSA , Desoky, Sabreen Department of Statistics - Mathematics and Insurance - Faculty of Commerce - Alexandria University, Egypt , Ahmed, Mohamed Department of Statistics - Mathematics and Insurance - Faculty of Commerce - Alexandria University, Egypt
Pages :
19
From page :
1037
To page :
1055
Abstract :
The main purpose of present article is proposed an effective method for robust fitting penalized regression splines models. According to such a context a comparative analysis with two common robust techniques, M-type estimator, S-type estimator, and non-robust least squares (LS) for penalized regression splines (PRS) has been implemented. Because the penalized regression splines are recently a common approach to smoothing noisy data for its simplicity, efficiency, and significantly reducing disturbance of outliers and its flexibility in monitoring nonlinear data trends. In many cases, it is difficult to determine the most suitable form and a way of designing a data is needed when faced with many smoothing problems. The executing aspects of fitting precision and robustness of the four estimators have a thorough evaluation of their performance on R codes. A comparative analysis demonstrates that the proposed method can resist the noise effect in both simulated and real data examples compared to other robust estimators with different combinations of contamination. These findings are used as guidance for finding a specific method to pulsing smoothing noisy data
Keywords :
M-estimator , S-estimator , modal regression , penalized regression splines , Smoothing
Journal title :
International Journal of Nonlinear Analysis and Applications
Serial Year :
2021
Record number :
2607767
Link To Document :
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