Spline estimator and its asymptotic properties in multiresponse nonparametric regression model

Budi Lestari, Fatmawati*, I. Nyoman Budiantara

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

21 Citations (Scopus)

Abstract

In applications, we often meet the problem where more than one response variable is observed at several values of predictor variables, and these responses are correlated with each other. The multiresponse nonparametric regression model approach is appropriate to model the functions which represent relationship between response and predictor variables. This relationship is drawn by the regression function. The principal problem of this model approach is estimating of the regression function of this model. The spline estimator is one of the most popular estimators used for estimating it. In this paper we discuss methods to obtain a smoothing spline estimator for estimating the regression function, to get a covariance matrix estimator, and to choose an optimum smoothing parameter. In addition, we investigate the asymptotic properties of the smoothing spline estimator.

Original languageEnglish
Pages (from-to)533-548
Number of pages16
JournalSongklanakarin Journal of Science and Technology
Volume42
Issue number3
Publication statusPublished - 2020

Keywords

  • Asymptotic properties
  • Covariance matrix
  • Multiresponse nonparametric regression
  • Smoothing parameter
  • Spline estimator

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