A nonparametric method based on the empirical likelihood is proposed to detect the change-point in the coefficient of linear regression models. The empirical likelihood ratio test statistic is proved to have the same ...
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A nonparametric method based on the empirical likelihood is proposed to detect the change-point in the coefficient of linear regression models. The empirical likelihood ratio test statistic is proved to have the same asymptotic null distribution as that with classical parametric likelihood. Under some mild conditions, the maximum empirical likelihood change-point estimator is also shown to be consistent. The simulation results show the sensitivity and robustness of the proposed approach. The method is applied to some real datasets to illustrate the effectiveness.
The transportation landuses possessing impervious surfaces such as highways, parking lots, roads, and bridges were recognized as the highly polluted non-point sources (NPSs) in the urban areas. Lots of pollutants from...
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The transportation landuses possessing impervious surfaces such as highways, parking lots, roads, and bridges were recognized as the highly polluted non-point sources (NPSs) in the urban areas. Lots of pollutants from urban transportation are accumulating on the paved surfaces during dry periods and are washed-off during a storm. In Korea, the identification and monitoring of NPSs still represent a great challenge. Since 2004, the Ministry of Environment (MOE) has been engaged in several researches and monitoring to develop stormwater management policies and treatment systems for future implementation. The data over 131 storm events during May 2004 to September 2008 at eleven sites were analyzed to identify correlation relationships between particulates and metals, and to develop simple linearregression (SLR) model to estimate event mean concentration (EMC). Results indicate that there was no significant relationship between metals and TSS EMC. However, the SLR estimation models although not providing useful results are valuable indicators of high uncertainties that NPS pollution possess. Therefore, long term monitoring employing proper methods and precise statistical analysis of the data should be undertaken to eliminate these uncertainties.
ozkale and Kaciranlar introduced the restricted two-parameter estimator (RTPE) to deal with the well-known multicollinearity problem in linear regression model. In this paper, the restricted almost unbiased two-parame...
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ozkale and Kaciranlar introduced the restricted two-parameter estimator (RTPE) to deal with the well-known multicollinearity problem in linear regression model. In this paper, the restricted almost unbiased two-parameter estimator (RAUTPE) based on the RTPE is presented. The quadratic bias and mean-squared error of the proposed estimator is discussed and compared with the corresponding competitors in literatures. Furthermore, a numerical example and a Monte Carlo simulation study are given to explain some of the theoretical results.
This paper studies a linear regression model with asymptotically almost negatively associated (AANA, in short) random errors. Under some mild conditions, the weak consistency of M-estimator of the unknown parameter is...
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This paper studies a linear regression model with asymptotically almost negatively associated (AANA, in short) random errors. Under some mild conditions, the weak consistency of M-estimator of the unknown parameter is investigated, which extend the corresponding results for independent random errors and negatively associated (NA, in short) random errors. At last, two simulation examples are presented to verify the weak consistency of M-estimator in the model.
This paper develops a rainfall prediction technique, named GWO-based linearregression (GWLR) model, using the linear regression model and grey wolf optimizer (GWO). The linear regression model is used to predict the ...
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This paper develops a rainfall prediction technique, named GWO-based linearregression (GWLR) model, using the linear regression model and grey wolf optimizer (GWO). The linear regression model is used to predict the value of a dependent variable from an independent variable on the basis of regression coefficient. The proposed GWLR predicts rainfall based on the input time-series weather data using the proposed GWLR model, in which the regression coefficients are obtained optimally using the GWO. Thus, the rainfall detection is done on the accumulated data of India and the state Jammu and Kashmir over the years 1901 to 2015. The effectiveness of the proposed GWLR is checked with MSE and PRD values and is evaluated to be the best when compared to other existing techniques with least MSE value as 0.005 and PRD value as 1.700%.
Modern statistical studies often encounter regressionmodels with high dimensions in which the number of features p is greater than the sample size n. Although the theory of linearmodels is well-established for the t...
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Modern statistical studies often encounter regressionmodels with high dimensions in which the number of features p is greater than the sample size n. Although the theory of linearmodels is well-established for the traditional assumption p < n, making valid statistical inference in high dimensional cases is a considerable challenge. With recent advances in technologies, the problem appears in many biological, medical, social, industrial, and economic studies. As known, the LASSO method is a popular technique for variable selection/estimation in high dimensional sparse linearmodels. Here, we show that the prediction performance of the LASSO method can be improved by eliminating the structured noises through a mixed-integer programming approach. As a result of our analysis, a modified variable selection/estimation scheme is proposed for a high dimensional regressionmodel which can be considered as an alternative of the LASSO method. Some numerical experiments are made on the classical riboflavin production and some simulated data sets to shed light on the practical performance of the suggested method.
Predicting a multivariate response vector in a linear multivariate regressionmodel requires the estimate of the matrix of regression parameters. Stein (Stein, C. (1973). Estimation of the mean of a multivariate norma...
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Predicting a multivariate response vector in a linear multivariate regressionmodel requires the estimate of the matrix of regression parameters. Stein (Stein, C. (1973). Estimation of the mean of a multivariate normal distribution. Proc. Prague Symp. Asymp. Statist. 345-381), van der Merwe and Zidek (van der Merwe, A., Zidek;J.V. (1980). Multivariate regression analysis and canonical variates. Canadian Journal of Statistics 8:27-39), Bilodeau and Kariya (Bilodeau, M., Kariya, T. (1989). Minimax estimators in the normal MANOVA model. Journal of Multivariate Analysis 28:260-270) and Konno (Konno, Y. (1990). On estimation of a matrix of mean. Unpublished manuscript;Konno, Y. (1991). On estimation of a matrix of normal means with unknown covariance matrix. J. Multi. Analysis 36:44-55) have shown that their shrinkage estimators perform better than the least squares estimator. Recently, Breiman and Friedman (Breiman, L., Friedman, J. H. (1997). Predicting multivariate responses in multiple regression. J. Roy. Statist. Soc. Ser. B 59:3-54) proposed another class of shrinkage estimators, called C&W-GCV estimators. Through extensive simulations, they have showed that their C&W-GCV estimator performs better than the FICYREG estimator of van der Merwe and Zidek (van der Merwe, A., Zidek, J. V. (1980). Multivariate regression analysis and canonical variates. Canadian Journal of Statistics 8:27-39), the reduced rank regression method of Anderson (Anderson, T. W. (1951). Estimating linear restrictions on regression coefficients for multivariate normal distribution. Ann. Math. Statist., 22:327-351 (Correction in Ann. Statist. (1980), 8, 1400). Estimating linear restrictions on regression coefficients for multivariate normal distribution. Ann. Math. Statist. 22:327-351. (Correction in Ann. Statist. (1980), 8, 1400)), the component-wise ridge regression and the partial least squares. They, however, did not include in their comparisons, the minimax estimators of Bilodeau and Kariya
Social networking sites have made photo sharing convenient and, consequently, users of those sites frequently share photos. The proliferation of these social images throughout the Internet has inadvertently exposed an...
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Social networking sites have made photo sharing convenient and, consequently, users of those sites frequently share photos. The proliferation of these social images throughout the Internet has inadvertently exposed an increasing number of personally identifiable information, particularly from the visual information of the faces in the images. Most existing methods to de-identify faces results in an excessive loss of visual information. To solve this problem, this paper proposes a reliable metrics-based linear regression model for multilevel privacy measurement of face instances using the size information of face instances. The proposed privacy measurement model provides a novel instance-level-based solution to measure privacy levels. The paper also establishes a scientific relationship between the size information of face instances and their privacy levels, quantifying the degree to which face instances need to be de-identified. Finally, the paper proposes a novel k-Same-DT de-identification method to provide reliable metrics for a linear regression model. It is a real-time k-same-related de-identification algorithm that combines the PCA dimensionality reduction strategy and the Delaunay triangle-based face alignment *** proposed k-Same-DT method creates a de-identified face with a lower identifiable rate and higher structural similarity, and it can provide reliable de-identification metrics for privacy measurement. Experiments using the classical face dataset demonstrates the effectiveness of the proposed de-identification method. Extensive experiments and surveys on real-world social images were also conducted to verify the proposed measurement model.
The maximum likelihood estimation of the iid normal linear regression model where some of the covariates are subject to randomized response is discussed. Randomized response (RR) is an interview technique that can be ...
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The maximum likelihood estimation of the iid normal linear regression model where some of the covariates are subject to randomized response is discussed. Randomized response (RR) is an interview technique that can be used when sensitive questions have to be asked and respondents are reluctant to answer directly. RR variables are described as misclassified categorical variables where conditional misclassification probabilities are known. The likelihood of the linear regression model with RR covariates is derived and a fast and straightforward EM algorithm is developed to obtain maximum likelihood estimates. The basis of the algorithm consists of elementary weighted least-squares steps. A simulation example demonstrates the feasibility of the method. (C) 2005 Elsevier B.V. All rights reserved.
Estimation of the coefficient vector of a linear regression model subject to ellipsoidal constraints on the coefficients has been considered. Shrinkage methodology has been synthesized with minimax estimation techniqu...
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Estimation of the coefficient vector of a linear regression model subject to ellipsoidal constraints on the coefficients has been considered. Shrinkage methodology has been synthesized with minimax estimation technique and an estimator based on this has been proposed. The properties of this estimator have been derived under a quadratic loss set-up of the decision theory which are analysed to assess the behaviour of the proposed estimator. Superiority conditions for the dominance of this estimator over the existing minimax and least-squares estimators have also been derived.
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