General relative error criterion and M-estimation

DOI10.1007/s11464-013-0286-xzbMath1273.62172MaRDI QIDQ372241

Ying Yang, Fei Ye

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 normality; general loss function

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models

62N05: Reliability and life testing

Related Items

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, Relative-error prediction in nonparametric functional statistics: theory and practice, Nonparametric relative regression for associated random variables, Nonparametric relative recursive regression, Nonparametric relative error regression for spatial random variables, Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data, Functional local linear estimate for functional relative-error regression

Uses Software

• R

Cites Work

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• Relative-error prediction
• Analysis of least absolute deviation
• Predicting software errors, during development, using nonlinear regression models: a comparative study
• Prediction, Linear Regression and the Minimum Sum of Relative Errors
• Least Absolute Relative Error Estimation