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Search: subject:"loss functions"
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loss functions
12
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9
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9
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7
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7
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3
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RePEc
24
ECONIS (ZBW)
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1
Unrestricted and controlled identification of
loss
functions
: possibility and impossibility results
Lieli, Robert P.
;
Stinchcombe, Maxwell B.
;
Grolmusz, …
- In:
International journal of forecasting
35
(
2019
)
3
,
pp. 878-890
Persistent link: https://www.econbiz.de/10012305187
Saved in:
2
Bayesian analysis for multiple step-stress accelerated life test model under gamma lifetime distribution and type-II censoring
Moala, Fernando Antonio
;
Chagas, Karlla Delalibera
- In:
International journal of quality & reliability management
40
(
2023
)
4
,
pp. 1068-1091
Persistent link: https://www.econbiz.de/10014267165
Saved in:
3
Spiral welded pipe improvement by implementation of Six Sigma
Kakaei-Lafdani, M. H.
;
Karevan, Ali
;
Tee, Kong Fah
; …
- In:
International journal of quality & reliability management
39
(
2022
)
4
,
pp. 881-901
Persistent link: https://www.econbiz.de/10013169479
Saved in:
4
A new right-skewed loss function in process risk assessment
Köksoy, Onur
;
Ergen, Pelin
;
Zeybek, Melis
- In:
European journal of industrial engineering : EJIE
13
(
2019
)
4
,
pp. 536-551
Persistent link: https://www.econbiz.de/10012108929
Saved in:
5
Optimizing policymakers'
loss
functions
in crisis prediction : before, within or after?
Sarlin, Peter
;
Schweinitz, Gregor von
- In:
Macroeconomic dynamics
25
(
2021
)
1
,
pp. 100-123
Persistent link: https://www.econbiz.de/10012437228
Saved in:
6
Estimating the term structure of commodity market preferences
Christodoulakis, George A.
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1146-1163
Persistent link: https://www.econbiz.de/10012161880
Saved in:
7
Comparing possibly misspecified forecasts
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 796-809
Persistent link: https://www.econbiz.de/10012313371
Saved in:
8
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
9
The validation of filtered historical value-at-risk models
Gurrola-Perez, Pedro
- In:
The journal of risk model validation
12
(
2018
)
1
,
pp. 85-112
Persistent link: https://www.econbiz.de/10011869735
Saved in:
10
Evaluating the accuracy of tail risk forecasts for systemic risk measurement
Brownlees, Christian
;
Cavaliere, Giuseppe
;
Monti, Alice
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011931111
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