Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models

DOI10.1007/s00362-021-01258-9zbMath1490.62185OpenAlexW3196525867MaRDI QIDQ2151692

Bingqing Lin, Jun Zhang, Yi Ping 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

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

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• Multiplicative regression models with distortion measurement errors
• Estimation and hypothesis test for single-index multiplicative models
• Kernel density regression
• Least Absolute Relative Error Estimation

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