The varying coefficient model is widely used as an extension of the linear regression model. Many procedures have been developed for the model estimation, and recently efficient variable selection procedures for the varying coefficient model have been proposed as well. However, those variable...

In least squares, least absolute deviations, and even generalized M-estimation, outlying observations sometimes strongly influence the estimation result, masking an important and interesting relationship existing in the majority of observations. The S-estimators are a class of estimators that...