Liu, Anna; Qin, Li; Staudenmayer, John - In: Journal of Multivariate Analysis 101 (2010) 10, pp. 2282-2296
This paper concerns outlier robust non-parametric regression with smoothing splines for data that are possibly correlated. We define a robust smoother as the minimizer of a penalized robustified log likelihood. Our estimation algorithm uses iteratively reweighted least squares to estimate the...