Multiplicative Adjustment Method for Semiparametric Regression with Mixing Dependent Data |
| |
| Authors: | Kaiping Wang Lu Lin Ruihua Qi |
| |
| Institution: | 1. School of Management , Shandong University , Jinan, China wkp@sdu.edu.cn;3. School of Mathematics , Shandong University , Jinan, China;4. School of Mathematics and Statistics , Shandong University at Weihai , Weihai, China |
| |
| Abstract: | In this article, we extend a semiparametric regression estimator with multiplicative adjustment to time series context. The asymptotic theory and results from a simulation study are discussed. Theoretical results and numerical comparison show that, in the time series case, the semiparametric estimator is better than the traditional local polynomial estimator in a wide neighbourhood around the true regression function. |
| |
| Keywords: | Mixing Multiplicative adjustment Semiparametric regression |
|
|
