A relative error-based estimation with an increasing number of parameters

DOI10.1080/03610926.2017.1301474MaRDI QIDQ4638695zbMATH OpenOpenAlexFDO

Authors Hao Ding, Zhanfeng Wang, Yaohua Wu

Publication date 27 April 2018

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1301474

zbMATH Keywords

asymptotic propertieshypothesis testingleast product relative errormultiplicative regression modelparameters with increasing dimension

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Cites work

• A change-point problem in relative error-based regression
• Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
• Asymptotic behavior of M-estimators for the linear model
• Asymptotic oracle properties of SCAD-penalized least squares estimators
• Asymptotics with increasing dimension for robust regression with applications to the bootstrap
• Convex Analysis
• Group variable selection for relative error regression
• Least absolute relative error estimation
• Least product relative error estimation
• Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case
• Local least absolute relative error estimating approach for partially linear multiplicative model
• Nonconcave penalized likelihood with a diverging number of parameters.
• Nonconcave penalized M-estimation with a diverging number of parameters
• On M-processes and M-estimation
• On parameters of increasing dimensions
• Relative-error prediction
• Robust regression: Asymptotics, conjectures and Monte Carlo

Cited in

(10)

• Local least product relative error estimation for varying coefficient multiplicative regression model
• Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data
• Adaptive least relative error estimation
• General relative error criterion and M-estimation
• LPRE criterion based estimating equation approaches for the error-in-covariables multiplicative regression models
• Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model
• Efficient variable selection for high-dimensional multiplicative models: a novel LPRE-based approach
• The M-estimation for multiplicative regression models with a diverging number of covariates
• Distributed least product relative error estimation for semi-parametric multiplicative regression with massive data
• Least product relative error estimation

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• UCI

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