Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

Local Least Product Relative Error Estimation for Varying Coefficient Multiplicative Regression Model

Local Least Product Relative Error Estimation for Varying Coefficient Multiplicative Regression... In this article, we consider the varying coefficient multiplicative regression model, which is very useful to model the positive response. The criterion of least product relative error (LPRE) is extended to the varying coefficient multiplicative regression model by kernel smoothing techniques. Consistency and asymptotic normality of the proposed estimator are established. Some numerical simulations are carried out to assess the performance of the proposed estimator. As an illustration, the ethanol data is analyzed. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Local Least Product Relative Error Estimation for Varying Coefficient Multiplicative Regression Model

Acta Mathematicae Applicatae Sinica , Volume 35 (2) – May 15, 2019

Loading next page...
 
/lp/springer-journals/local-least-product-relative-error-estimation-for-varying-coefficient-0cJjuijEn1
Publisher
Springer Journals
Copyright
Copyright © 2019 by The Editorial Office of AMAS & Springer-Verlag GmbH Germany
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s10255-018-0794-2
Publisher site
See Article on Publisher Site

Abstract

In this article, we consider the varying coefficient multiplicative regression model, which is very useful to model the positive response. The criterion of least product relative error (LPRE) is extended to the varying coefficient multiplicative regression model by kernel smoothing techniques. Consistency and asymptotic normality of the proposed estimator are established. Some numerical simulations are carried out to assess the performance of the proposed estimator. As an illustration, the ethanol data is analyzed.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: May 15, 2019

References