Search Results - subject:"LINEX Loss Function"

Statistical analysis for Kumaraswamy’s distribution based on record data

Nadar, Mustafa; Papadopoulos, Alexander; Kızılaslan, Fatih - In: Statistical Papers 54 (2013) 2, pp. 355-369

linear exponential (LINEX) loss function. The findings are illustrated with actual and computer generated data. Copyright …

Persistent link: https://www.econbiz.de/10010998617

Performance of double k-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses

Shalabh; Garg, G.; Heumann, C. - In: Journal of Multivariate Analysis 112 (2012) C, pp. 35-47

loss function is derived in a linear regression model. The disturbances are assumed to be non-spherical and their variance …The risk associated with the estimators of the family of feasible generalized double k-class estimators under the LINEX …

Persistent link: https://www.econbiz.de/10010594233

Asymptotic non-deficiency of the Bayes sequential estimation in a family of transformed Chi-square distributions

Mahmoudi, Eisa - In: Metrika 75 (2012) 4, pp. 567-580

Persistent link: https://www.econbiz.de/10010557915

Bayes sequential estimation for a particular exponential family of distributions under LINEX loss

Jokiel-Rokita, Alicja - In: Metrika 74 (2011) 2, pp. 211-219

Persistent link: https://www.econbiz.de/10009324803

Bayesian estimation for the exponentiated Weibull model under Type II progressive censoring

Kim, Chansoo; Jung, Jinhyouk; Chung, Younshik - In: Statistical Papers 52 (2011) 1, pp. 53-70

Persistent link: https://www.econbiz.de/10008925484

Estimation of the location parameter under LINEX loss function: multivariate case

Arashi, M.; Tabatabaey, S. - In: Metrika 72 (2010) 1, pp. 51-57

Persistent link: https://www.econbiz.de/10008486690

Optimal sequential estimation procedures of a function of a probability of success under LINEX loss

Baran, Jerzy; Magiera, Ryszard - In: Statistical Papers 51 (2010) 3, pp. 511-529

Persistent link: https://www.econbiz.de/10008674147

Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions

Hwang, Soosung; Knight, John; Satchell, Stephen E. - In: Annals of Economics and Finance 2 (2001) 1, pp. 187-213

. Our results suggest that the LINEX loss function is particularly well-suited to many of these forecasting problems and can …

Persistent link: https://www.econbiz.de/10009145691

Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions

Hwang, Soosung; Knight, John; Satchell, Stephen E. - China Economics and Management Academy, Central … - 2000

. Our results suggest that the LINEX loss function is particularly well-suited to many of these forecasting problems and can …

Persistent link: https://www.econbiz.de/10009207423

Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference

Jokiel-Rokita, Alicja - In: Statistical Papers 49 (2008) 2, pp. 165-175

Persistent link: https://www.econbiz.de/10008533864