Multivariate spline analysis for multiplicative models: Estimation, testing and application to climate change

Jean-Marc Azaïs and Aurélien Ribes

Journal of Multivariate Analysis, 2016, vol. 144, issue C, 38-53

Abstract: This paper presents multiplicative, or bi-additive, models with some spline-type regularity for a rectangular array of data, for example in space and time. The one-dimensional smoothing spline model is extended to this multiplicative model including regularity in each dimension. For estimation, we prove the existence of the maximum penalized likelihood estimates (MPLEs), and introduce a numerical algorithm that converges in a weak sense to a critical point of the penalized likelihood. Explicit MPLEs are given in two important particular cases.

Keywords: Smoothing spline; Multiplicative models; Climate change (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.jmva.2015.09.026

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