ACADSTAFF UGM
| Title | : | An Analysis about Fourier Series Estimator in Nonparametric Regression for Longitudinal Data |
| Author | : |
M FARIZ FADILLAH M (1) Dr. Drs. Gunardi, M.Si. (2) Dr. Herni Utami, S.Si., M.Si. (3) |
| Date | : | 0 2021 |
| Keyword | : | Fourier Series, Nonparametric Regression, Longitudinal Data, PWLS Optimization, Mathematics Fourier Series, Nonparametric Regression, Longitudinal Data, PWLS Optimization, Mathematics |
| Abstract | : | Fourier series is a function that is often used Mathematically and Statistically especially for modeling. Here, Fourier series can be constructed as an estimator in nonparametric regression. Nonparametric regression is not only using cross section data, but also longitudinal data. Some of nonparametric regression estimators have been developed for longitudinal data case, such as kernel, and spline. In this study, we concentrate to develop an inference analysis that related to Fourier series estimator in nonparametric regression for longitudinal data. Nonparametric regression based on Fourier series is capable to model data relationship with fluctuation or oscillation pattern that represents with sine and cosine functions. For point estimation analysis, Penalized Weighted Least Square (PWLS) is used to determine an estimator for parameter vector in nonparametric regression. Different with previous studies, PWLS is used to get smooth estimator. The result is an estimator for nonparametric regression curve for longitudinal data based on Fourier series approach. In addition, this study also investigated the asymptotic properties of the nonparametric regression curve estimators using the Fourier series approach for longitudinal data, especially linearity and consistency. Some study cases based on previous research and a new study case is given to make sure that Fourier series estimator in nonparametric regression has good performance in longitudinal data modeling. This study is important in order to develop further inferences Statistics, such as interval estimation and test hypothesis that related nonparametric regression with Fourier series estimator for longitudinal data. |
| Group of Knowledge | : | Statistik |
| Original Language | : | English |
| Level | : | Internasional |
| Status | : |
Published
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