L 1-norm estimation and random weighting method in a semiparametric model

被引：0
|
作者：
Xue L.-G. [1 ]
Zhu L.-X. [2 ,3 ]
机构：
[1] College of Applied Sciences, Beijing University of Technology
[2] Acad. of Math. and Systems Sciences, Chinese Academy of Sciences
[3] University of Hong Kong, Hong Kong
来源：
Acta Mathematicae Applicatae Sinica | 2005年 / 21卷 / 2期
关键词：
L[!sub]1[!/sub]-norm estimation; Random weighting method; Semiparametric regression model;
D O I：
10.1007/s10255-005-0237-8
中图分类号：
学科分类号：
摘要：
In this paper, the L 1-norm estimators and the random weighted statistic for a semiparametric regression model are constructed, the strong convergence rates of estimators are obtain under certain conditions, the strong efficiency of the random weighting method is shown. A simulation study is conducted to compare the L 1-norm estimator with the least square estimator in term of approximate accuracy, and simulation results are given for comparison between the random weighting method and normal approximation method. © Springer-Verlag 2005.
引用
收藏
页码：295 / 302
页数：7
相关论文
共 50 条
  • [1] L1-Norm Estimation and Random Weighting Method in a Semiparametric Model
    Liu-gen Xue~1
    Acta Mathematicae Applicatae Sinica, 2005, (02) : 295 - 302
  • [2] A block algorithm for matrix 1-norm estimation, with an application to 1-norm pseudospectra
    Higham, NJ
    Tisseur, F
    SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2000, 21 (04) : 1185 - 1201
  • [3] An iterative algorithm for l 1-norm approximation in dynamic estimation problems
    Akimov, P. A.
    Matasov, A. I.
    AUTOMATION AND REMOTE CONTROL, 2015, 76 (05) : 733 - 748
  • [4] An Augmented Lagrangian Method for TV g +L 1-norm Minimization
    Koko, Jonas
    Jehan-Besson, Stephanie
    JOURNAL OF MATHEMATICAL IMAGING AND VISION, 2010, 38 (03) : 182 - 196
  • [5] Random Fourier extreme learning machine with l2,1-norm regularization
    Zhou, Sihang
    Liu, Xinwang
    Liu, Qiang
    Wang, Siqi
    Zhu, Chengzhang
    Yin, Jianping
    NEUROCOMPUTING, 2016, 174 : 143 - 153
  • [6] 1-Norm random vector functional link networks for classification problems
    Hazarika, Barenya Bikash
    Gupta, Deepak
    COMPLEX & INTELLIGENT SYSTEMS, 2022, 8 (04) : 3505 - 3521
  • [7] The median of a random fuzzy number. The 1-norm distance approach
    Sinova, Beatriz
    Angeles Gil, Maria
    Colubi, Ana
    Van Aelst, Stefan
    FUZZY SETS AND SYSTEMS, 2012, 200 : 99 - 115
  • [8] 1-Norm random vector functional link networks for classification problems
    Barenya Bikash Hazarika
    Deepak Gupta
    Complex & Intelligent Systems, 2022, 8 : 3505 - 3521
  • [9] Robust polynomial classifier using L 1-norm minimization
    Assaleh, K.
    Shanableh, T.
    APPLIED INTELLIGENCE, 2010, 33 (03) : 330 - 339
  • [10] A modified simplex method for solving 1-norm minimization problem in model predictive control
    Gupta, Yash P.
    CANADIAN JOURNAL OF CHEMICAL ENGINEERING, 2007, 85 (02): : 199 - 207
12345