Abstract
We introduce flexible robust functional regression models, using various heavy-tailed processes, including a Student t-process. We propose efficient algorithms in estimating parameters for the marginal mean inferences and in predicting conditional means as well as interpolation and extrapolation for the subject-specific inferences. We develop bootstrap prediction intervals (PIs) for conditional mean curves. Numerical studies show that the proposed model provides a robust approach against data contamination or distribution misspecification, and the proposed PIs maintain the nominal confidence levels. A real data application is presented as an illustrative example.
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