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Empirical likelihood and general relative error criterion with divergent dimension
Li, Zhouping1; Liu, Yiming2; Liu, Zhi3,4
2017
Source PublicationSTATISTICS
ISSN0233-1888
Volume51Issue:5Pages:1006-1022
Abstract

In estimation of multiplicative or accelerated failure time models, the relative error criterion has been recognized as an alternative to the squared or absolute error criterion. The general relative error criterion introduced by Chen et al. [Least product relative error estimation. J Multivariate Anal. 2016;144:91-98] is a unified framework for efficient estimation, which includes the least absolute relative error estimation and least product relative error estimation as special cases. In this paper, by combining the empirical likelihood and general relative error criterion in multiplicative model, we develop a new empirical likelihood method for inference on the unknown parameters under high-dimensional setting. Limiting theory is established for the proposed empirical likelihood statistic. We conduct some simulation studies and real data analysis to evaluate the effectiveness of the proposed method.

KeywordEmpirical Likelihood Linear Hypothesis Multiplicative Regression Model Relative Error
DOI10.1080/02331888.2017.1296443
URLView the original
Indexed BySCI
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000410932000004
PublisherTAYLOR & FRANCIS LTD
The Source to ArticleWOS
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Cited Times [WOS]:0   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Affiliation1.Lanzhou Univ, Key Lab Appl Math & Complex Syst Gansu Prov, Lanzhou, Gansu, Peoples R China
2.Nanyang Technol Univ, Div Math Sci, Singapore, Singapore
3.Univ Macau, Dept Math, Zhuhai, Peoples R China
4.UMacau Zhuhai Res Inst, Zhuhai, Peoples R China
Recommended Citation
GB/T 7714
Li, Zhouping,Liu, Yiming,Liu, Zhi. Empirical likelihood and general relative error criterion with divergent dimension[J]. STATISTICS,2017,51(5):1006-1022.
APA Li, Zhouping,Liu, Yiming,&Liu, Zhi.(2017).Empirical likelihood and general relative error criterion with divergent dimension.STATISTICS,51(5),1006-1022.
MLA Li, Zhouping,et al."Empirical likelihood and general relative error criterion with divergent dimension".STATISTICS 51.5(2017):1006-1022.
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