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  • Search: subject:"LINEX"
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Year of publication
Subject
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LINEX loss function 17 Estimation 6 Estimation theory 6 Linex loss function 6 Schätztheorie 6 Bayes estimator 5 Forecasting model 5 Prognoseverfahren 5 Theorie 5 Theory 5 LINEX loss 4 Schätzung 4 Forecast 3 Prognose 3 Squared error loss function 3 Volatility 3 linex adjustment cost function 3 Admissibility 2 Bayes sequential estimation 2 Bayes-Statistik 2 Bayesian inference 2 Benzin 2 Diesel fuel 2 Dieselkraftstoff 2 Empirical Bayes 2 Filling station 2 Forecasting 2 Gasoline 2 Inequality measures 2 LINEX 2 LINEX Loss Function 2 LinEx 2 Linex 2 Linex loss 2 Maximum likelihood estimator 2 Moment generating function 2 Preis 2 Price 2 Rational expectations 2 Rationale Erwartung 2
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Online availability
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Undetermined 35 Free 13 CC license 3
Type of publication
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Article 44 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 Article 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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Undetermined 31 English 17 Spanish 1
Author
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Arashi, M. 2 Arora, Sangeeta 2 Christodoulakis, George 2 Hwang, Soosung 2 Jangra, Vikas 2 Jokiel-Rokita, Alicja 2 Knight, John 2 Lukáčik, Martin 2 Lukáčiková, Adriana 2 Mahajan, Kalpana K. 2 Nasiri, Parviz 2 Parsian, Ahmad 2 Satchell, Stephen E. 2 Szomolányi, Karol 2 Xiao, Yushan 2 Aggarwa, Priyanka 1 Aghili, Salimeh Sadat 1 Ahmadi, Jafar 1 Akdeniz, Fikri 1 Ayres, Robert U. 1 Bansal, Ashok 1 Baran, Jerzy 1 Behzadi, Mohammad Hassan 1 Chandrasekhar, P. 1 Chang, Yen-chang 1 Chung, Younshik 1 Demetrescu, Matei 1 Doostparast, Mahdi 1 Dumitrescu, Elena-Ivona 1 Garg, G. 1 Golosnoy, Vasyl 1 Hansen, Peter Reinhard 1 Heumann, C. 1 Hung, Wen-liang 1 Hwang, Leng-Cheng 1 Jozani, Mohammad Jafari 1 Jung, Jinhyouk 1 Kim, Chansoo 1 Kızılaslan, Fatih 1 Lemus-Polania, Diego Fernando 1
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Institution
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China Economics and Management Academy, Central University of Finance and Economics (CUFE) 1 Department of Econometrics and Business Statistics, Monash Business School 1 Faculty of Economics, University of Cambridge 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Metrika 9 Statistical Papers / Springer 5 Annals of the Institute of Statistical Mathematics 3 Annals of Finance 2 Statistics in Transition new series (SiTns) 2 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 2 Annals of Economics and Finance 1 Applied economics 1 CEMA Working Papers 1 Cambridge Working Papers in Economics 1 Computational Statistics 1 ENTRENOVA - ENTerprise REsearch InNOVAtion 1 ENTRENOVA - ENTerprise REsearch InNOVAtion Conference 1 Ecological Economics 1 Economic modelling 1 Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie 1 International journal of forecasting 1 International journal of quality & reliability management 1 Journal of Applied Statistics 1 Journal of Multivariate Analysis 1 Journal of econometrics 1 Journal of quantitative economics 1 Lecturas de economía 1 METRON 1 MPRA Paper 1 Monash Economics Working Papers 1 Opsearch : journal of the Operational Research Society of India 1 Quality & Quantity: International Journal of Methodology 1 Statistical Methods and Applications 1 Statistics & Probability Letters 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Working paper 1
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Source
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RePEc 33 ECONIS (ZBW) 13 EconStor 3
Showing 1 - 10 of 49
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A Bayesian estimation of the Gini index and the Bonferroni index for the Dagum distribution with the application of different priors
Arora, Sangeeta; Mahajan, Kalpana K.; Jangra, Vikas - In: Statistics in transition : an international journal of … 23 (2022) 2, pp. 49-68
presumption of the Linear Exponential (LINEX) loss function. A Monte Carlo simulation study is carried out in order to obtain the … the LINEX loss function outperforms the squared error loss function (SELF) in terms of the estimated loss. Highest …
Persistent link: https://www.econbiz.de/10013419426
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A Bayesian estimation of the Gini index and the Bonferroni index for the Dagum distribution with the application of different priors
Arora, Sangeeta; Mahajan, Kalpana K.; Jangra, Vikas - In: Statistics in Transition new series (SiTns) 23 (2022) 2, pp. 49-68
presumption of the Linear Exponential (LINEX) loss function. A Monte Carlo simulation study is carried out in order to obtain the … the LINEX loss function outperforms the squared error loss function (SELF) in terms of the estimated loss. Highest …
Persistent link: https://www.econbiz.de/10013444132
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Interval shrinkage estimation of the parameter of exponential distribution in the presence of outliers under loss functions
Nasiri, Parviz - In: Statistics in transition : an international journal of … 23 (2022) 3, pp. 65-78
In this paper, we studied estimators based on an interval shrinkage with equal weights point shrinkage estimators for all individual target points ¯θ ∈ (θ0,θ1) for exponentially distributed observations in the presence of outliers drawn from a uniform distribution. Estimators obtained from...
Persistent link: https://www.econbiz.de/10013428844
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Interval shrinkage estimation of the parameter of exponential distribution in the presence of outliers under loss functions
Nasiri, Parviz - In: Statistics in Transition new series (SiTns) 23 (2022) 3, pp. 65-78
In this paper, we studied estimators based on an interval shrinkage with equal weights point shrinkage estimators for all individual target points ¯θ ∈ (θ0,θ1) for exponentially distributed observations in the presence of outliers drawn from a uniform distribution. Estimators...
Persistent link: https://www.econbiz.de/10013444146
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Asymmetric Reactions of Retail Gasoline Prices on the Changes in Crude Oil Prices in Chosen US Cities
Szomolányi, Karol; Lukáčik, Martin; … - In: ENTRENOVA - ENTerprise REsearch InNOVAtion 8 (2022) 1, pp. 9-15
Many empirical studies state that retail gasoline and diesel prices react more quickly when the crude oil price rises rather than decreases. In the paper, we confirm these asymmetric reactions of retail fuel prices in selected cities in the United States of America. We use the adjustment cost...
Persistent link: https://www.econbiz.de/10013488671
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Asymmetric reactions of retail gasoline prices on the changes in crude oil prices in chosen US cities
Szomolányi, Karol; Lukáčik, Martin; Lukáčiková, … - In: ENTRENOVA - ENTerprise REsearch InNOVAtion Conference 8 (2022) 1, pp. 9-15
Many empirical studies state that retail gasoline and diesel prices react more quickly when the crude oil price rises rather than decreases. In the paper, we confirm these asymmetric reactions of retail fuel prices in selected cities in the United States of America. We use the adjustment cost...
Persistent link: https://www.econbiz.de/10014247636
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Asymmetric retail gasoline and diesel price reactions in Slovak market
Szomolányi, Karol; Lukáčik, Martin; Lukáčiková, … - In: Ekonomický časopis : časopis pre ekonomickú … 68 (2020) 2, pp. 115-133
Persistent link: https://www.econbiz.de/10012500094
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Double-objective economic statistical design of (X) control chart using Linex loss function
Aghili, Salimeh Sadat; Torabian, Mohsen; Behzadi, … - In: International journal of quality & reliability management 40 (2023) 8, pp. 1940-1962
Persistent link: https://www.econbiz.de/10014332209
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Inflation targeting in the United Kingdom : is there evidence for asymmetric preferences?
Rawat, Pranjal; Srinivasan, Naveen - 2020
Persistent link: https://www.econbiz.de/10013471091
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How should parameter estimation be tailored to the objective?
Hansen, Peter Reinhard; Dumitrescu, Elena-Ivona - In: Journal of econometrics 230 (2022) 2, pp. 535-558
Persistent link: https://www.econbiz.de/10013464115
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