Robust function-on-function regression model with nonparametric random effects

Shanshan Wang,Hao Ding ,and Zhanfeng Wang

Department of Statistics and Finance,School of Management,University of Science and Technology of China,Hefei 230026,China

Graphical abstract

Public summary

■ A function-on-function random effects model with extendedt-process priors is considered.

■ The proposed model is general and flexible which includes various kinds of functional models as special cases.

■ The extendedt-process model is robust to outliers and inherits almost all the good features for Gaussian process regression.