Empirical likelihood for least absolute relative error regression

DOI10.1007/S11749-013-0343-5MaRDI QIDQ464442zbMATH OpenOpenAlexFDO

Authors Zhouping Li, Guoliang Zhou, Wang Zhou, Yuanyuan Lin

Publication date 17 October 2014

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11749-013-0343-5

zbMATH Keywords

empirical likelihoodmultiplicative regression modelrelative error estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15)

Recommendations

• Least absolute relative error estimation
• Least product relative error estimation
• A relative error estimation approach for multiplicative single index model
• Adaptive least relative error estimation
• Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data

Cites work

• scientific article; zbMATH DE number 224166 (Why is no real title available?)
• A review on empirical likelihood methods for regression
• Analysis of least absolute deviation
• Empirical likelihood and general estimating equations
• Empirical likelihood for AR-ARCH models based on LAD estimation
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Least absolute relative error estimation
• Linear Statistical Inference and its Applications
• Predicting software errors, during development, using nonlinear regression models: a comparative study
• Prediction, Linear Regression and the Minimum Sum of Relative Errors
• Quantile inference for near-integrated autoregressive times series with infinite variance
• Rank-based inference for the accelerated failure time model
• Relative-error prediction
• Some Statistical Implications of the Log Transformation of Multiplicative Models

Cited in

(21)

• Bayesian analysis of least absolute relative error regression
• Empirical likelihood and general relative error criterion with divergent dimension
• Renewable learning for multiplicative regression with streaming datasets
• Distributed empirical likelihood inference with privacy guarantees
• Least empirical risk procedures in statistical inference
• Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model
• Distributed estimation with empirical likelihood
• Optimal subsampling for multiplicative regression with massive data
• H-relative error estimation for multiplicative regression model with random effect
• Likelihood-based imprecise regression
• A new relative error estimation for partially linear multiplicative model
• Least absolute relative error estimation
• Regularized estimation for the least absolute relative error models with a diverging number of covariates
• Optimal subsampling for least absolute relative error estimators with massive data
• Incorporating relative error criterion to conformal prediction for positive data
• Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data
• Estimation and empirical likelihood for single-index multiplicative models
• Adaptive least relative error estimation
• Relative error model average for multiplicative models
• Local least absolute relative error estimating approach for partially linear multiplicative model
• Local least product relative error estimation for varying coefficient multiplicative regression model

This page was built for publication: Empirical likelihood for least absolute relative error regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q464442)