LPRE estimation for functional multiplicative model and optimal subsampling

函数乘法模型的 LPRE 估计和最优子采样

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Abstract

In this paper, we study the functional linear multiplicative model based on the least product relative error criterion. Under some regularization conditions, we establish the consistency and asymptotic normality of the estimator. Further, we investigate the optimal subsampling for this model with massive data. Both the consistency and asymptotic distribution of the subsampling estimator are first derived. Then, we obtain the optimal subsampling probabilities based on the A-optimality criterion. Moreover, the useful alternative subsampling probabilities without computing the inverse of the Hessian matrix are also proposed, which are easier to implement in practise. Finally, numerical studies and real data analysis are carried out to evaluate the performance of the proposed approaches.

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