Least product relative error estimation

DOI10.1016/J.JMVA.2015.10.017zbMATH Open1328.62146arXiv1309.0220OpenAlexW2098667932MaRDI QIDQ901281FDOQ901281

Authors: Kani Chen, Yuanyuan Lin, Zhiliang Ying, Zhanfeng Wang 

Publication date: 23 December 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Abstract: A least product relative error criterion is proposed for multiplicative regression models. It is invariant under scale transformation of the outcome and covariates. In addition, the objective function is smooth and convex, resulting in a simple and uniquely defined estimator of the regression parameter. It is shown that the estimator is asymptotically normal and that the simple plugging-in variance estimation is valid. Simulation results confirm that the proposed method performs well. An application to body fat calculation is presented to illustrate the new method.

Full work available at URL: https://arxiv.org/abs/1309.0220

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zbMATH Keywords

variance estimationscale invariancemultiplicative regression modelrelative errorproduct form

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12)

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Cited In (40)

• Renewable learning for multiplicative regression with streaming datasets
• Group variable selection for relative error regression
• 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
• A relative error-based estimation with an increasing number of parameters
• Optimal subsampling for multiplicative regression with massive data
• Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach
• Distributed subsampling for multiplicative regression
• H-relative error estimation for multiplicative regression model with random effect
• A relative error estimation approach for multiplicative single index model
• A penalized least product relative error loss function based on wavelet decomposition for non-parametric multiplicative additive models
• A new relative error estimation for partially linear multiplicative model
• Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models
• Model checking for multiplicative linear regression models with mixed estimators
• A relative error-based approach for variable selection
• Regularized estimation for the least absolute relative error models with a diverging number of covariates
• Estimation and hypothesis test for partial linear multiplicative models
• Extrapolation estimation in parametric regression models with measurement error
• Local least product relative error estimation for single-index varying-coefficient multiplicative model with positive responses
• 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 hypothesis test for partial linear single-index multiplicative models
• A change-point problem in relative error-based regression
• Estimation and empirical likelihood for single-index multiplicative models
• General least product relative error estimation for multiplicative regression models with or without multiplicative distortion measurement errors
• Additive distortion measurement errors regression models with exponential calibration
• Least product relative error estimation for identification in multiplicative additive models
• Distributed least product relative error estimation for semi-parametric multiplicative regression with massive data
• B-spline estimations of partially functional linear multiplicative model
• Regularized nonlinear regression with dependent errors and its application to a biomechanical model
• Measuring symmetry and asymmetry of multiplicative distortion measurement errors data
• Objective Bayesian group variable selection for linear model
• Nonconcave penalized M-estimation for the least absolute relative errors model
• Estimation and hypothesis test for single-index multiplicative models
• Penalized relative error estimation of functional multiplicative regression models with locally sparse properties
• Local least product relative error estimation for varying coefficient multiplicative regression model
• Extrapolation in parametric models with Laplace measurement error
• Single-index relative error regression models
• Multiplicative regression models with distortion measurement errors

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