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Author:

Yang, Xin (Yang, Xin.) | Yan, Qi Jing (Yan, Qi Jing.) | Wu, Mi Xia (Wu, Mi Xia.) (Scholars:吴密霞)

Indexed by:

Scopus SCIE

Abstract:

In this paper, we consider the distributed inference for heterogeneous linear models with massive datasets. Noting that heterogeneity may exist not only in the expectations of the subpopulations, but also in their variances, we propose the heteroscedasticity-adaptive distributed aggregation (HADA) estimation, which is shown to be communication-efficient and asymptotically optimal, regardless of homoscedasticity or heteroscedasticity. Furthermore, a distributed test for parameter heterogeneity across subpopulations is constructed based on the HADA estimator. The finite-sample performance of the proposed methods is evaluated using simulation studies and the NYC flight data.

Keyword:

Levene's test massive heterogeneous data Distributed estimation heterogeneity

Author Community:

  • [ 1 ] [Yang, Xin]Zhengzhou Univ, Sch Math & Stat, Zhengzhou 450001, Peoples R China
  • [ 2 ] [Yang, Xin]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China
  • [ 3 ] [Yan, Qi Jing]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China
  • [ 4 ] [Wu, Mi Xia]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China

Reprint Author's Address:

  • 吴密霞

    [Wu, Mi Xia]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China

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Source :

ACTA MATHEMATICA SINICA-ENGLISH SERIES

ISSN: 1439-8516

Year: 2024

Issue: 11

Volume: 40

Page: 2751-2770

0 . 7 0 0

JCR@2022

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 8

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