In this article,the authors explore the online updating estimation for general estimating equations(EEs)in heterogeneous streaming data settings.The framework is based on more conservative model assumptions,leading to...In this article,the authors explore the online updating estimation for general estimating equations(EEs)in heterogeneous streaming data settings.The framework is based on more conservative model assumptions,leading to more robust estimations and preventing misspecification.The authors establish the standard renewable estimation under blockwise heterogeneity assumption,which can correctly specify model in some sense.To mitigate heterogeneity and enhance estimation accuracy,the authors propose two novel online detection and fusion strategies,with corresponding algorithms provided.Theoretical properties of the proposed methods are demonstrated in the context of small block sizes.Extensive numerical experiments validate the theoretical findings.Real data analysis of the Ford Gobike docked bike-sharing dataset verifies the feasibility and robustness of the proposed methods.展开更多
基金supported in part by the National Natural Science Foundation of China under Grant No.12471281in part by the National Statistical Science Research Project under Grant No.2022LD03。
文摘In this article,the authors explore the online updating estimation for general estimating equations(EEs)in heterogeneous streaming data settings.The framework is based on more conservative model assumptions,leading to more robust estimations and preventing misspecification.The authors establish the standard renewable estimation under blockwise heterogeneity assumption,which can correctly specify model in some sense.To mitigate heterogeneity and enhance estimation accuracy,the authors propose two novel online detection and fusion strategies,with corresponding algorithms provided.Theoretical properties of the proposed methods are demonstrated in the context of small block sizes.Extensive numerical experiments validate the theoretical findings.Real data analysis of the Ford Gobike docked bike-sharing dataset verifies the feasibility and robustness of the proposed methods.
