TITLE:
Least Product Relative Error Estimation for Partially Linear Multiplicative Model with Monotonic Constraint
AUTHORS:
Jun Sun, Mingtao Zhao
KEYWORDS:
Partially Linear Multiplicative Model, Monotonic Constraint, Least Product Relative Error, B-Spline, Asymptotic Property
JOURNAL NAME:
Open Journal of Statistics,
Vol.15 No.1,
February
24,
2025
ABSTRACT: We consider the partially linear multiplicative model with monotonic constraint for the analysis of positive response data. We propose a constrained least product relative error (LPRE) estimation procedure for the model by means of B-spline basis expansion. We have also established asymptotic properties of the proposed estimators under regularity conditions. We finally provide numerical simulations and a real data application to assess the finite sample performance of the developed methodology.