Search Results - subject:"Loss Function"

Bayes minimax estimation of the multivariate normal mean vector under balanced loss function

Zinodiny, S.; Rezaei, S.; Nadarajah, S. - In: Statistics & Probability Letters 93 (2014) C, pp. 96-101

loss function when common variance σ2 is unknown. We first find a class of minimax estimators for this problem which …

Persistent link: https://www.econbiz.de/10011039957

An e–E-insensitive support vector regression machine

Safari, Amir - In: Computational Statistics 29 (2014) 6, pp. 1447-1468

According to the Statistical Learning Theory, the support vectors represent the most informative data points and compress the information contained in training set. However, a basic problem in the standard support vector machine is that when the data is noisy, there exists no guaranteed scheme...

Persistent link: https://www.econbiz.de/10011151860

The M-estimator for functional linear regression model

Huang, Lele; Wang, Huiwen; Zheng, Andi - In: Statistics & Probability Letters 88 (2014) C, pp. 165-173

slope function by minimizing the loss function based explicitly on functional principal components analysis, and the loss … function can be chosen according to what we are estimating. Under mild assumptions, the convergence rate of the estimator of …

Persistent link: https://www.econbiz.de/10010752969

Testing the rationality of DOE's energy price forecasts under asymmetric loss preferences

Mamatzakis, E.; Koutsomanoli-Filippaki, A. - In: Energy Policy 68 (2014) C, pp. 567-575

underlying loss function with respect to positive vs. negative forecast errors. Instead, we opt for the methodology of Elliott et … al. (2005) that allows testing the joint hypothesis of an asymmetric loss function and rationality and reveals the … underlying preferences of the forecaster. Results indicate the existence of asymmetries in the shape of the loss function for …

Persistent link: https://www.econbiz.de/10010753242

Optimisation of supplier selection with Taguchi loss function, analytic network process, and multi-choice goal programming

Susanty, Aries; Putranto, Ardian Bagus; Jie, Ferry - In: International journal of agile systems and management : … 7 (2014) 2, pp. 155-178

Persistent link: https://www.econbiz.de/10010394978

Resuscitating the ad hoc loss function for monetary policy analysis

Paez-Farrell, Juan - In: Economics letters 123 (2014) 3, pp. 313-317

Persistent link: https://www.econbiz.de/10010401329

An attribute chart for monitoring the process mean and variance

Haridy, Salah; Wu, Zhang; Lee, Carman K. M.; Rahim, M. Abdur - In: International journal of production research 52 (2014) 11, pp. 3366-3380

Persistent link: https://www.econbiz.de/10010357012

Evaluating the performance of variable scheme X-bar control chart : a Taguchi loss approach

Amiri, Farzad; Noghondarian, Kazem; Safaei, Abdul Sattar - In: International journal of production research 52 (2014) 18, pp. 5385-5395

Persistent link: https://www.econbiz.de/10010419600

Inflation targeting and the uncertainty level in developing countries

Sweidan, Osama Daifalla; Widner, Benjamin - In: Journal of economic research 19 (2014) 2, pp. 137-170

Persistent link: https://www.econbiz.de/10010419820

Piecewise linear approximations for the static-dynamic uncertainty strategy in stochastic lot-sizing

Rossi, Roberto; Kilic, Onur A.; Tarim, S. Armagan - In: Omega : the international journal of management science 50 (2015) 1, pp. 126-140

Persistent link: https://www.econbiz.de/10010422738