Local Asymptotic Minimax Risk Bounds for Asymmetric Loss Functions

The Annals of Statistics ◽

10.1214/aos/1176325356 ◽

1994 ◽

Vol 22 (1) ◽

pp. 39-48 ◽

Author(s):

Yoshiji Takagi

Keyword(s):

Loss Functions ◽

Minimax Risk ◽

Asymmetric Loss ◽

Asymptotic Minimax ◽

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Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal experiments under asymmetric loss

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Recent Developments in Nonparametric Inference and Probability ◽

10.1214/074921706000000527 ◽

2006 ◽

pp. 312-321 ◽

Author(s):

Debasis Bhattacharya ◽

A. K. Basu

Keyword(s):

Minimax Risk ◽

Asymmetric Loss ◽

Asymptotic Minimax ◽

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Use of asymmetric loss functions in sequential estimation problems for multiple linear regression

Journal of Applied Statistics ◽

10.1080/02664760701833388 ◽

2008 ◽

Vol 35 (3) ◽

pp. 245-261 ◽

Author(s):

Raghu Nandan Sengupta

Keyword(s):

Linear Regression ◽

Multiple Linear Regression ◽

Sequential Estimation ◽

Loss Functions ◽

Asymmetric Loss ◽

Estimation Problems

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Multi-step forecasts from threshold ARMA models using asymmetric loss functions

Statistical Methods & Applications ◽

10.1007/s10260-007-0044-x ◽

2007 ◽

Vol 16 (3) ◽

pp. 395-410 ◽

Author(s):

Marcella Niglio

Keyword(s):

Loss Functions ◽

Arma Models ◽

Asymmetric Loss

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Asymptotic minimax risk of predictive density estimation for non-parametric regression

Bernoulli ◽

10.3150/09-bej222 ◽

2010 ◽

Vol 16 (2) ◽

pp. 543-560 ◽

Author(s):

Xinyi Xu ◽

Feng Liang

Keyword(s):

Density Estimation ◽

Minimax Risk ◽

Predictive Density ◽

Parametric Regression ◽

Asymptotic Minimax ◽

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Multivariate asymmetric loss functions of the European Central Bank

Applied Economics Letters ◽

10.1080/13504851.2020.1795067 ◽

2020 ◽

pp. 1-5

Author(s):

Yoichi Tsuchiya

Keyword(s):

Central Bank ◽

European Central Bank ◽

Loss Functions ◽

Asymmetric Loss ◽

European Central

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From subjective probabilities to decision weights: The effect of asymmetric loss functions on the evaluation of uncertain outcomes and events.

Psychological Bulletin ◽

10.1037/0033-2909.115.2.228 ◽

1994 ◽

Vol 115 (2) ◽

pp. 228-242 ◽

Author(s):

Elke U. Weber

Keyword(s):

Loss Functions ◽

Subjective Probabilities ◽

Asymmetric Loss ◽

Decision Weights ◽

Uncertain Outcomes

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BAYESIAN ESTIMATION OF THE SCALE PARAMETER OF FRECHET DISTRIBUTION UNDER SYMMETRIC AND ASYMMETRIC LOSS FUNCTIONS

Advances and Applications in Statistics ◽

10.17654/0972361721004 ◽

2021 ◽

Vol 71 (2) ◽

pp. 183-194

Author(s):

Fuad S. Alduais

Keyword(s):

Bayesian Estimation ◽

Scale Parameter ◽

Loss Functions ◽

Asymmetric Loss ◽

Fréchet Distribution ◽

Frechet Distribution

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Bayesian Estimation Of Shift Point In Poisson Model Under Asymmetric Loss Functions

Pakistan Journal of Statistics and Operation Research ◽

10.18187/pjsor.v8i1.306 ◽

2012 ◽

Vol 8 (1) ◽

pp. 31

Author(s):

Uma Srivastava

Keyword(s):

Bayesian Estimation ◽

Poisson Model ◽

Loss Functions ◽

Asymmetric Loss ◽

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Bayesian Two-sample Prediction with Progressively Censored Data for Generalized Exponential Distribution Under Symmetric and Asymmetric Loss Functions

Journal of Statistical Research of Iran ◽

10.18869/acadpub.jsri.12.2.179 ◽

2016 ◽

Vol 12 (2) ◽

pp. 179-204

Author(s):

S. Ghafouri ◽

A. Habibi Rad ◽

M. Doostparast ◽

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...

Keyword(s):

Exponential Distribution ◽

Censored Data ◽

Loss Functions ◽

Generalized Exponential Distribution ◽

Asymmetric Loss

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Bayesian Estimation in the Proportional Hazards Model of Random Censorship under Asymmetric Loss Functions

Data Science Journal ◽

10.2481/dsj.012-004 ◽

2012 ◽

Vol 11 (0) ◽

pp. 72-88 ◽

Author(s):

Muhammad Yameen Danish ◽

Muhammad Aslam

Keyword(s):

Bayesian Estimation ◽

Proportional Hazards ◽

Proportional Hazards Model ◽

Loss Functions ◽

Random Censorship ◽

Asymmetric Loss ◽

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