Prediction, Linear Regression and the Minimum Sum of Relative Errors
From MaRDI portal
Publication:4155709
DOI10.2307/1268628zbMath0377.62054OpenAlexW4231505559MaRDI QIDQ4155709
John F. Wellington, Subhash C. Narula
Publication date: 1977
Full work available at URL: https://doi.org/10.2307/1268628
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear programming (90C05)
Related Items (31)
Relative-error prediction in nonparametric functional statistics: theory and practice ⋮ Nonparametric relative recursive regression ⋮ Local influence and replacement measure ⋮ Nonparametric relative regression for associated random variables ⋮ H-relative error estimation for multiplicative regression model with random effect ⋮ A relative error-based approach for variable selection ⋮ Regularized estimation for the least absolute relative error models with a diverging number of covariates ⋮ Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data ⋮ The k nearest neighbors smoothing of the relative-error regression with functional regressor ⋮ Single-index relative error regression models ⋮ General relative error criterion and M-estimation ⋮ Estimation and empirical likelihood for single-index multiplicative models ⋮ Nonparametric relative error regression for spatial random variables ⋮ Strong uniform consistency of the local linear relative error regression estimator under left truncation ⋮ Relative error prediction: Strong uniform consistency for censoring time series model ⋮ Relative error prediction in nonparametric deconvolution regression model ⋮ Least product relative error estimation ⋮ A new relative error estimation for partially linear multiplicative model ⋮ Reference values for cook's distance ⋮ Empirical likelihood for least absolute relative error regression ⋮ Relative error prediction via kernel regression smoothers ⋮ Functional data analysis: estimation of the relative error in functional regression under random left-truncation model ⋮ Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation ⋮ Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data ⋮ Relative error prediction for twice censored data ⋮ Functional local linear estimate for functional relative-error regression ⋮ Nonparametric relative regression under random censorship model ⋮ Best subsets regression using LP-norms with 1≤p<∞ ⋮ A new general interpretation of the Stein estimate and how it adapts: Applications. ⋮ Relative-error prediction ⋮ Optimal subsampling for least absolute relative error estimators with massive data
This page was built for publication: Prediction, Linear Regression and the Minimum Sum of Relative Errors