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Spline estimator and its asymptotic propertiesin multiresponse nonparametric regression model |
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| รหัสดีโอไอ | |
| Creator | 1. Budi Lestari 2. Fatmawati 3. I Nyoman Budiantara |
| Title | Spline estimator and its asymptotic propertiesin multiresponse nonparametric regression model |
| Publisher | Research and Development Office, Prince of Songkla University |
| Publication Year | 2563 |
| Journal Title | Songklanakarin Journal of Science and Technology |
| Journal Vol. | 42 |
| Journal No. | 3 |
| Page no. | 533-548 |
| Keyword | multiresponse nonparametric regression, covariance matrix, spline estimator, smoothing parameter, asymptotic properties |
| URL Website | https://rdo.psu.ac.th/sjstweb/index.php |
| ISSN | 0125-3395 |
| Abstract | In applications, we often meet the problem where more than one response variable is observed at several values ofpredictor variables, and these responses are correlated with each other. The multiresponse nonparametric regression modelapproach is appropriate to model the functions which represent relationship between response and predictor variables. Thisrelationship is drawn by the regression function. The principal problem of this model approach is estimating of the regressionfunction of this model. The spline estimator is one of the most popular estimators used for estimating it. In this paper we discussmethods to obtain a smoothing spline estimator for estimating the regression function, to get a covariance matrix estimator, andto choose an optimum smoothing parameter. In addition, we investigate the asymptotic properties of the smoothing splineestimator. |
