Fitting a Multiple Regression Function

A statistical problem which finds a wide range of applications is the estimation of a regression function. In this document an estimate is proposed when there are at least two independent regressors. This is not a direct generalization of the Priestley-Chao estimate. Also presented is a consistent e...

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Bibliographic Details
Main Authors: Ahmad,Ibrahim A, Lin,Pi-Erh
Format: Report
Language:English
Subjects:
Analysis of variance
Asymptotic normality
Confidence limits
Consistency
Convergence
Errors
Estimates
Fitting functions(Mathematics)
Kernels
Probability density functions
Random variables
Regression analysis
Statistics and Probability
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Summary:A statistical problem which finds a wide range of applications is the estimation of a regression function. In this document an estimate is proposed when there are at least two independent regressors. This is not a direct generalization of the Priestley-Chao estimate. Also presented is a consistent estimate for the error variance. With the aid of the variance estimate, an asymptotic confidence interval can be constructed.