A new relative error estimation for partially linear multiplicative model.

Autor: Chen, Yinjun, Liu, Huilan
Předmět:
Zdroj: Communications in Statistics: Simulation & Computation; 2023, Vol. 52 Issue 10, p4962-4980, 19p
Abstrakt: In this paper, a new product relative error estimation method for the partially linear multiplicative regression model (PLMM) is proposed. Both parametric and nonparametric parts are estimated by the least product relative error (LPRE) criterion and local smoothing technique. Besides, regularization conditions are given to establish the consistent and asymptotic normal properties. Finally, several numerical simulations and a real data analysis are included to show the performance of the proposed approach. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index