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

被引：2
|
作者：
Da-hai HU [1 ]
机构：
[1] School of Management,University of Science and Technology of China
来源：
Acta Mathematicae Applicatae Sinica | 2019年 / 35卷 / 02期
关键词：
varying coefficient model; multiplicative regression model; relative error; kernel smoothing;
D O I：
暂无
中图分类号：
O212.1 [一般数理统计];
学科分类号：
摘要：
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.
引用
收藏
页码：274 / 286
页数：13
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