Estimating changes in river faecal coliform loading using nonparametric multiplicative regression

Estimating changes in river faecal coliform loading using nonparametric multiplicative regression.

Faecal coliform (FC) concentration was monitored weekly in the Tangipahoa River over an eight year period. Available USGS discharge and precipitation data were used to construct a nonparametric multiplicative regression (NPMR) model for both forecasting and backcasting of FC density. NPMR backcasting and forecasting of FC allowed for estimation of concentration for any flow regime. During this ...

Estimating Rate Equations Using Nonparametric Regression Methods

Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity

Powell's (1984, Journal of Econometrics 25, 303}325) censored least absolute deviations (CLAD) estimator for the censored linear regression model has been regarded as a desirable alternative to maximum likelihood estimation methods due to its robustness to conditional heteroskedasticity and distributional misspeci"cation of the error term. However, the CLAD estimation procedure has failed in ce...

Estimating residual variance in nonparametric regression using least squares

We propose a new estimator for the error variance in a nonparametric regression model. We estimate the error variance as the intercept in a simple linear regression model with squared differences of paired observations as the dependent variable and squared distances between the paired covariates as the regressor. Our method can be applied to nonparametric regression models with multivariate fun...

Estimating a convex function in nonparametric regression

A new nonparametric estimate of a convex regression function is proposed and its stochastic properties are studied. The method starts with an unconstrained estimate of the derivative of the regression function, which is firstly isotonized and then integrated. We prove asymptotic normality of the new estimate and show that it is first order asymptotically equivalent to the initial unconstrained ...