A Relative Error Estimation Approach for Multiplicative Single Index Model

被引：0

作者：

WANG Zhanfeng ^{[1
]}

CHEN Zimu ^{[1
]}

WU Yaohua ^{[1
]}

机构：

[1] Department of Statistics and Finance,School of Management,University of Science and Technology of China

来源：

Journal of Systems Science & Complexity | 2017年 / 30卷 / 05期

基金：

中国国家自然科学基金;

关键词：

Asymptotic properties; least product relative error; relative errors; single index model;

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：

As an alternative to absolute error methods, such as the least square and least absolute deviation estimations, a product relative error estimation is proposed for a multiplicative single index regression model. Regression coefficients in the model are estimated via a two-stage procedure and their statistical properties such as consistency and normality are studied. Numerical studies including simulation and a body fat example show that the proposed method performs well.

引用

页码：1160 / 1172

页数：13

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