Relative error prediction via kernel regression smoothers

DOI10.1016/j.jspi.2007.11.001zbMath1140.62031OpenAlexW1993834205MaRDI QIDQ935419

Seok-Oh Jeong, S. K. Vines, M. C. Jones, Heung-Sun Park, Key I. Shin

Publication date: 6 August 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://oro.open.ac.uk/22529/1/jspisubmission.pdf

zbMATH Keywords

Nadaraya-Watson estimatorlocal linear regressionratio estimationmean squared relative error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (22)

Relative-error prediction in nonparametric functional statistics: theory and practice ⋮ Nonparametric relative recursive regression ⋮ Strong consistency of the local linear relative regression estimator for censored data ⋮ Nonparametric relative regression for associated random variables ⋮ The k nearest neighbors smoothing of the relative-error regression with functional regressor ⋮ Single-index relative error regression 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 ⋮ Unnamed Item ⋮ Relative error prediction in nonparametric deconvolution regression model ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Strong convergence of the functional nonparametric relative error regression estimator under right censoring ⋮ Nonparametric local linear estimation of the relative error regression function for twice censored data ⋮ Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data ⋮ Missing data imputation of questionnaires by means of genetic algorithms with different fitness functions ⋮ Relative error prediction for twice censored data ⋮ Nonparametric relative recursive regression estimators for censored data ⋮ Functional local linear estimate for functional relative-error regression ⋮ Nonparametric relative regression under random censorship model ⋮ Asymptotic normality of the relative error regression function estimator for censored and time series data

Uses Software

• KernSmooth
• SAS
• SAS/ETS

Cites Work

• Unnamed Item
• Unnamed Item
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• Fast and simple scatterplot smoothing
• Relative-error prediction
• Smoothing methods in statistics
• An Effective Bandwidth Selector for Local Least Squares Regression
• A Shrinked Forecast in Stationary Processes Favouring Percentage Error
• Predicting software errors, during development, using nonlinear regression models: a comparative study
• Prediction, Linear Regression and the Minimum Sum of Relative Errors
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions

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