Relative-error prediction

被引：89
|
作者：
Park, H
Stefanski, LA
机构：
[1] N Carolina State Univ, Dept Stat, Raleigh, NC 27695 USA
[2] Hankuk Univ Foreign Studies, Dept Stat, YongIn, South Korea
来源：
STATISTICS & PROBABILITY LETTERS | 1998年 / 40卷 / 03期
关键词：
prediction; power-of-the-mean model; relative error; relative least squares; variance function;
D O I：
10.1016/S0167-7152(98)00088-1
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We derive the form of the best mean squared relative error predictor of Y given X. Some methods of estimating predictors with good relative error properties are proposed and studied via simulation. The methods are illustrated with an example in which county-level gasoline sales are predicted from county-level population. (C) 1998 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：227 / 236
页数：10
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