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  • Search: subject:"Cost-of-error function"
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Year of publication
Subject
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Capital income 2 Cost-of-error function 2 Estimation theory 2 Forecasting model 2 Kapitaleinkommen 2 Predictive regressions 2 Prognoseverfahren 2 Regression analysis 2 Regressionsanalyse 2 Schätztheorie 2 Volatility 2 Volatilität 2 Asymptotics 1 Estimation risk 1 Latent variables 1 Loss function 1 Many predictors 1 Resampling 1 Risk-bias 1 cost-of-error function 1 latent variables 1 many predictors 1 volatility 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1 research-article 1
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Language
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English 3
Author
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Demetrescu, Matei 3 Hacıoǧlu Hoke, Sinem 2 Heike, Hans-Dieter 1
Published in...
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International journal of forecasting 1 Staff working papers / Bank of England 1 Stochastics and Quality Control 1
Source
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ECONIS (ZBW) 2 Other ZBW resources 1
Showing 1 - 3 of 3
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Predictive regressions under asymmetric loss : factor augmentation and model selection
Demetrescu, Matei; Hacıoǧlu Hoke, Sinem - 2018
Persistent link: https://www.econbiz.de/10011916480
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Predictive regressions under asymmetric loss : factor augmentation and model selection
Demetrescu, Matei; Hacıoǧlu Hoke, Sinem - In: International journal of forecasting 35 (2019) 1, pp. 80-99
Persistent link: https://www.econbiz.de/10012300579
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Loss Reduction in Point Estimation Problems
Heike, Hans-Dieter; Demetrescu, Matei - In: Stochastics and Quality Control 21 (2006) 2, pp. 209-217
Abstract When evaluating point estimators by means of general loss functions, the expected loss is not always minimal, similar to the case of mean-biased estimators, whose mean squared error can be reduced by accounting for the mean-bias. Depending on the loss function, the socalled Lehmann-bias...
Persistent link: https://www.econbiz.de/10014590811
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