The Role of Pseudo Data for Robust Smoothing with Application to Wavelet Regression
伪数据在稳健平滑中的作用及其小波回归应用
We propose a robust curve and surface estimator based on M-type estimators and penalty-based smoothing. This approach also includes an application to wavelet regression. The concept of pseudo data, a transformation of the robust additive model to the one with bounded errors, is used to derive some theoretical properties and also motivate a computational algorithm. The resulting algorithm, termed the es-algorithm, is computationally fast and provides a simple way of choosing…