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Rank estimation for the function-on-scalar model

Author

Listed:
  • Jun Sun

    (Anhui University of Finance and Economics)

  • Mingtao Zhao

    (Anhui University of Finance and Economics)

  • Ning Li

    (Hefei University)

  • Jing Yang

    (Hunan Normal University)

Abstract

Rank regression method has been widely pursued for robust inference in statistical models. Unfortunately, there does not exist related literature for the function-on-scalar model, which is the focus of this paper. We study the robust estimation based on rank regression and B-spline approximations for the function-on-scalar model and further establish the theoretical properties of the proposed method under regularity conditions. Extensive simulation studies and two real data applications are given to illustrate the merits of the proposed approach. Numerical results show that the proposed method is competitive with existing robust estimation procedures.

Suggested Citation

  • Jun Sun & Mingtao Zhao & Ning Li & Jing Yang, 2024. "Rank estimation for the function-on-scalar model," Computational Statistics, Springer, vol. 39(4), pages 1807-1823, June.
    • Handle: RePEc:spr:compst:v:39:y:2024:i:4:d:10.1007_s00180-023-01414-9
    DOI: 10.1007/s00180-023-01414-9
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    References listed on IDEAS

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