discrepancy, defined via the entropy loss function, between the given matrix and the class. A range of potential candidate …

general Gauss–Markoff model with random effects. The generalized balanced loss function is given, and under it the …

declarations of the level of DIF that is acceptable and of the loss function that quantifies the consequences of the two kinds of …

, hybrid New Keynesian Phillips curve such conclusions may no longer hold. Each theory implies its own loss function and will …

Under a balanced loss function, we investigate the optimal and minimax prediction of finite population regression …

to an inequality constraint under matrix balanced loss function is investigated. The sufficient and necessary conditions …

investigated, when the quadratic and entropy loss functions are used. Under the quadratic loss function, the proposed method is …

consider that oil futures are formed based on an underlying generalised loss function with an unknown shape parameter that … preferences lean towards a symmetric or asymmetric loss function. Our empirical evidence is robust across information sets and … shows that overall loss preferences of WTI 1-month oil futures are rather optimistic and thus the underlying loss function …

Sarlin (2013) suggests that if a loss function approach is chosen to derive the optimal threshold for financial crisis … early warning indicators, the loss function specification should explicitly take into account the unconditional sample … parameter and is not easy to use for policy purposes. We suggest therefore to continue using a simpler loss function …