Least product relative error estimation
From MaRDI portal
Publication:901281
DOI10.1016/j.jmva.2015.10.017zbMath1328.62146arXiv1309.0220OpenAlexW2098667932MaRDI QIDQ901281
Kani Chen, Yuanyuan Lin, Zhiliang Ying, Zhan-Feng Wang
Publication date: 23 December 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1309.0220
Related Items
Additive distortion measurement errors regression models with exponential calibration ⋮ Group variable selection for relative error regression ⋮ General least product relative error estimation for multiplicative regression models with or without multiplicative distortion measurement errors ⋮ Extrapolation estimation in parametric regression models with measurement error ⋮ H-relative error estimation for multiplicative regression model with random effect ⋮ Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models ⋮ Objective Bayesian group variable selection for linear model ⋮ Local least product relative error estimation for single-index varying-coefficient multiplicative model with positive responses ⋮ A relative error-based approach for variable selection ⋮ Regularized estimation for the least absolute relative error models with a diverging number of covariates ⋮ Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data ⋮ Single-index relative error regression models ⋮ Estimation and empirical likelihood for single-index multiplicative models ⋮ Estimation and hypothesis test for partial linear single-index multiplicative models ⋮ 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 ⋮ 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 ⋮ Model checking for multiplicative linear regression models with mixed estimators ⋮ Incorporating relative error criterion to conformal prediction for positive data ⋮ A change-point problem in relative error-based regression ⋮ Multiplicative regression models with distortion measurement errors ⋮ A relative error-based estimation with an increasing number of parameters ⋮ Estimation and hypothesis test for single-index multiplicative models ⋮ Estimation and hypothesis test for partial linear multiplicative models ⋮ Least product relative error estimation for identification in multiplicative additive models ⋮ Local least product relative error estimation for varying coefficient multiplicative regression model ⋮ Measuring symmetry and asymmetry of multiplicative distortion measurement errors data ⋮ Penalized relative error estimation of functional multiplicative regression models with locally sparse properties ⋮ Nonconcave penalized M-estimation for the least absolute relative errors model
Cites Work
- Unnamed Item
- Approximation by randomly weighting method in censored regression model
- Gauss and the invention of least squares
- Relative-error prediction
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Random weighting approximation for Tobit regression models with longitudinal data
- Analysis of least absolute deviation
- Predicting software errors, during development, using nonlinear regression models: a comparative study
- Prediction, Linear Regression and the Minimum Sum of Relative Errors
- Least Absolute Relative Error Estimation
- Convex Analysis
