Local least product relative error estimation for varying coefficient multiplicative regression model

DOI10.1007/S10255-018-0794-2MaRDI QIDQ2316293zbMATH OpenOpenAlexFDO

Authors Da-Hai Hu

Publication date 26 July 2019

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-018-0794-2

zbMATH Keywords

kernel smoothingvarying coefficient modelmultiplicative regression modelrelative error

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• scientific article; zbMATH DE number 1533566 (Why is no real title available?)
• A change-point problem in relative error-based regression
• Empirical likelihood for least absolute relative error regression
• Empirical likelihood for single-index varying-coefficient models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Lattice. Multivariate data visualization with R
• Least absolute relative error estimation
• Least product relative error estimation
• Local least absolute relative error estimating approach for partially linear multiplicative model
• Relative-error prediction
• Statistical estimation in varying coefficient models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Weak and strong uniform consistency of kernel regression estimates

Cited in

(14)

• A new relative error estimation for partially linear multiplicative model
• Distributed least product relative error estimation for semi-parametric multiplicative regression with massive data
• Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data
• LPRE criterion based estimating equation approaches for the error-in-covariables multiplicative regression models
• Penalized relative error estimation of functional multiplicative regression models with locally sparse properties
• Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model
• The M-estimation for multiplicative regression models with a diverging number of covariates
• Nonparametric local linear estimation of the relative error regression function for twice censored data
• Asymptotic normality of the relative error regression function estimator for censored and time series data
• Single-index relative error regression models
• Least product relative error estimation with right censoring
• Least product relative error estimation
• Strong consistency of the local linear relative regression estimator for censored data
• Model checking for multiplicative linear regression models with mixed estimators

Describes a project that uses

Uses Software

• R
• lattice

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