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http://dx.doi.org/10.5351/CKSS.2008.15.2.255

A New Nonparametric Method for Prediction Based on Mean Squared Relative Errors  

Jeong, Seok-Oh (Department of Statistics, Hankuk University of Foreign Studies)
Shin, Key-Il (Department of Statistics, Hankuk University of Foreign Studies)
Publication Information
Communications for Statistical Applications and Methods / v.15, no.2, 2008 , pp. 255-264 More about this Journal
Abstract
It is common in practice to use mean squared error(MSE) for prediction. Recently, Park and Shin (2005) and Jones et al. (2007) studied prediction based on mean squared relative error(MSRE). We proposed a new nonparametric way of prediction based on MSRE substituting Jones et al. (2007) and provided a small simulation study which highly supports the proposed method.
Keywords
Mean squared error; mean squared relative error; prediction; kernel smoothing;
Citations & Related Records
Times Cited By KSCI : 2  (Citation Analysis)
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