函数式乘法模型和最佳亚抽样的LPRE估计
1College of Mathematics and Statistics, Chongqing University, Chongqing, People's Republic China.
Journal of applied statistics
|December 4, 2025
概括
本研究引入了一个使用新型错误标准的功能线性乘法模型. 它建立了估计器的一致性,并为大型数据集开发了最佳的亚抽样技术,提高了统计效率.
科学领域:
- 统计 统计 统计 统计
- 计量经济学 计量经济学 计量经济学
- 机器学习 机器学习
背景情况:
- 功能线性乘法模型对于分析复杂数据结构至关重要.
- 当处理大量数据集时,现有的方法可能缺乏效率.
- 最少的产品相对误差标准为模型装配提供了可靠的替代方案.
研究的目的:
- 用最小产品相对误差标准研究功能线性乘法模型.
- 确定估计器的理论性质,包括一致性和非对称的正常性.
- 在这个模型中,开发和评估最优的部分采样策略,以处理大量数据.
主要方法:
- 在规范化条件下确定估计器的一致性和异常正常性.
- 导出亚样本估计器的一致性和异常分布.
- 通过A-最佳性标准来确定最佳子样本概率.
- 提出切实可行的替代子采样概率,避免赫森矩阵反转.
主要成果:
- 主要估计器的一致性和非对称正常性的理论保证.
- 证明了亚抽样估计器的一致性和衍生的异常分布.
- 确定大规模应用的最佳和实用的部分采样概率.
- 通过数值模拟和真实世界数据分析验证拟议的方法.
结论:
- 建议的最小产品相对误差方法为函数式线性乘法模型提供了一个一致的和异常正常的估计器.
- 最佳的部分采样策略显著提高了大规模数据集的效率.
- 替代部分采样概率为实际实施提供了一个计算上可行的和有效的解决方案.
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