Search Results - subject:"Loss Function"

Deletion/Substitution/Addition Algorithm in Learning with Applications in Genomics

Sinisi, Sandra; Laan, Mark van der - In: Statistical Applications in Genetics and Molecular Biology 3 (2007) 1, pp. 18-18

interest is defined as the risk minimizer for a suitable loss function and candidate estimators are generated using a loss … function. After briefly reviewing this approach, this article proposes a general deletion/substitution/addition algorithm for …

Persistent link: https://www.econbiz.de/10005585079

Economic Forecasting

Elliott, Graham; Timmermann, Allan G - C.E.P.R. Discussion Papers - 2007

, and in the context of, such decisions. We discuss the central role of the loss function in helping determine the …

Persistent link: https://www.econbiz.de/10005788912

LINEX Loss Functions with Applications to Determining the Optimum Process Parameters

Chang, Yen-chang; Hung, Wen-liang - In: Quality & Quantity: International Journal of Methodology 41 (2007) 2, pp. 291-301

Persistent link: https://www.econbiz.de/10009396708

Using Taguchi method for post optimality analysis in MCDM

Khorramshahgol, Reza; Tamiz, Mehrdad - In: World Review of Entrepreneurship, Management and … 3 (2007) 3/4, pp. 334-342

The aim of this research is to use Taguchi's loss function to assess the loss associated with a solution provided by a …

Persistent link: https://www.econbiz.de/10010670095

Comparing Predictions and Outcomes : Theory and Application to Income Changes

Das, Marcel; van soest, arthur; Dominitz, J. - Tilburg University, Center for Economic Research - 1997

Household surveys often elicit respondents' intentions or predictions of future outcomes. The survey questions may ask respondents to choose among a selection of (ordered) response categories. If panel data or repeated cross-sections are available, predictions may be compared with realized...

Persistent link: https://www.econbiz.de/10011092312

Estimation of Pareto Survival Function in the Presence of Outlying Observations

Jeevanand, E. S.; Abdul-Sathar, E. I. - In: Stochastics and Quality Control 21 (2006) 2, pp. 199-208

Abstract In the present paper we discuss the problem of estimating the survival function R ( x ) = P ( X x ) of the Pareto distribution, when the sample contains discordant observations. Bayes point estimates and credible intervals are obtained by assuming exchangeable and identifiable models...

Persistent link: https://www.econbiz.de/10014590810

Loss Reduction in Point Estimation Problems

Heike, Hans-Dieter; Demetrescu, Matei - In: Stochastics and Quality Control 21 (2006) 2, pp. 209-217

-bias. Depending on the loss function, the socalled Lehmann-bias can be significantly more important than the mean-bias of an estimator …

Persistent link: https://www.econbiz.de/10014590811

Targeted Maximum Likelihood Learning

Laan, Mark van der; Rubin, Daniel - In: International Journal of Biostatistics 2 (2006) 1, pp. 1043-1043

Suppose one observes a sample of independent and identically distributed observations from a particular data generating distribution. Suppose that one is concerned with estimation of a particular pathwise differentiable Euclidean parameter. A substitution estimator evaluating the parameter of a...

Persistent link: https://www.econbiz.de/10005585154

An evaluation of the American Community Survey: results from the Oregon test site

Hough, George; Swanson, David - In: Population Research and Policy Review 25 (2006) 3, pp. 257-273

once every 10 years would be collected on a “rolling” annual basis. Using a loss function analysis and other tools, this … require more detailed examination. For example, the loss function analysis reveals notable differences for race and disability …

Persistent link: https://www.econbiz.de/10005810550

Forecasting and decision theory

Granger, C. W. J.; Machina, Mark J. - 2006

Persistent link: https://www.econbiz.de/10003338389