Least Absolute Relative Error Estimation
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- Gneiting, Tilmann, 2011. "Making and Evaluating Point Forecasts," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 746-762.
- Ke Zhu, 2016.
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- repec:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-018-0798-7 is not listed on IDEAS
- Wardia Mechab & Ali Laksaci, 2016. "Nonparametric relative regression for associated random variables," METRON, Springer;Sapienza Università di Roma, vol. 74(1), pages 75-97, April.
- Xia, Xiaochao & Liu, Zhi & Yang, Hu, 2016. "Regularized estimation for the least absolute relative error models with a diverging number of covariates," Computational Statistics & Data Analysis, Elsevier, vol. 96(C), pages 104-119.
- Chen, Kani & Lin, Yuanyuan & Wang, Zhanfeng & Ying, Zhiliang, 2016. "Least product relative error estimation," Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 91-98.
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"LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises,"
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- Zhu, Ke & Ling, Shiqing, 2014. "LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises," MPRA Paper 59099, University Library of Munich, Germany.
- Demongeot, Jacques & Hamie, Ali & Laksaci, Ali & Rachdi, Mustapha, 2016. "Relative-error prediction in nonparametric functional statistics: Theory and practice," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 261-268.
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- Zhu, Ke & Li, Wai Keung, 2015.
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- Zhu, Ke & Li, Wai-Keung, 2013. "A bootstrapped spectral test for adequacy in weak ARMA models," MPRA Paper 51224, University Library of Munich, Germany.
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- Hao, Meiling & Lin, Yunyuan & Zhao, Xingqiu, 2016. "A relative error-based approach for variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 250-262.
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