General relative error criterion and M-estimation

DOI10.1007/S11464-013-0286-XMaRDI QIDQ372241zbMATH OpenOpenAlexFDO

Authors Fei Ye, Ying Yang

Publication date 14 October 2013

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11464-013-0286-x

zbMATH Keywords

asymptotic normalitygeneral loss function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Reliability and life testing (62N05)

Recommendations

• Least absolute relative error estimation
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Cites work

• Analysis of least absolute deviation
• scientific article; zbMATH DE number 3844997 (Why is no real title available?)
• scientific article; zbMATH DE number 775848 (Why is no real title available?)
• scientific article; zbMATH DE number 224166 (Why is no real title available?)
• Least absolute relative error estimation
• Predicting software errors, during development, using nonlinear regression models: a comparative study
• Prediction, Linear Regression and the Minimum Sum of Relative Errors
• Relative-error prediction

Cited in

(16)

• Nonparametric relative error regression for spatial random variables
• How to measure the error of an M-estimate and report it conservatively
• Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data
• Functional local linear estimate for functional relative-error regression
• Relative-error prediction in nonparametric functional statistics: theory and practice
• Nonparametric relative regression for associated random variables
• A relative error-based estimation with an increasing number of parameters
• Functional data analysis: estimation of the relative error in functional regression under random left-truncation model
• The k nearest neighbors smoothing of the relative-error regression with functional regressor
• Nonconcave penalized M-estimation for the least absolute relative errors model
• Incorporating relative error criterion to conformal prediction for positive data
• Efficient variable selection for high-dimensional multiplicative models: a novel LPRE-based approach
• Distributed subsampling for multiplicative regression
• Relative error-based distributed estimation in growing dimensions
• Asymptotic distribution of functional least absolute relative error regression
• Nonparametric relative recursive regression

Describes a project that uses

Uses Software

• R

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