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Empirical likelihood 1 Multiplicative regression model 1 Relative error estimation 1
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Li, Zhouping 1 Lin, Yuanyuan 1 Zhou, Guoliang 1 Zhou, Wang 1
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TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1
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Empirical likelihood for least absolute relative error regression
Li, Zhouping; Lin, Yuanyuan; Zhou, Guoliang; Zhou, Wang - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 1, pp. 86-99
Multiplicative regression models are useful for analyzing data with positive responses, such as wages, stock prices and lifetimes, that are particularly common in economic, financial, epidemiological and social studies. Recently, the least absolute relative error (LARE) estimation was proposed...
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