Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models

DOI10.1007/S00362-021-01258-9MaRDI QIDQ2151692zbMATH OpenOpenAlexFDO

Authors Jun Zhang, Bingqing Lin, Yiping Yang

Publication date 5 July 2022

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-021-01258-9

zbMATH Keywords

least squares estimatorrestricted estimatorleast product relative errorkernel density based estimator

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• A profile-type smoothed score function for a varying coefficient partially linear model
• Estimation and empirical likelihood for single-index multiplicative models
• Estimation and hypothesis test for partial linear multiplicative models
• Estimation and hypothesis test for partial linear single-index multiplicative models
• Estimation and hypothesis test for single-index multiplicative models
• Kernel density regression
• Least absolute relative error estimation
• Least product relative error estimation
• Maximum score estimation of the stochastic utility model of choice
• Multiplicative regression models with distortion measurement errors
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator

Cited in

(3)

• Kernel density regression
• Kernel density estimation for partial linear multivariate responses models
• Regularized nonlinear regression with dependent errors and its application to a biomechanical model

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