Use of asymmetric loss functions in sequential estimation problems for multiple linear regression

Raghu Nandan Sengupta

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Use of asymmetric loss functions in sequential estimation problems for multiple linear regression

机译：非对称损失函数在多重线性回归的顺序估计问题中的使用

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When estimating in a practical situation, asymmetric loss functions are preferred over squared error loss functions, as the former is more appropriate than the latter in many estimation problems. We consider here the problem of fixed precision point estim

机译：在实际情况中进行估计时，与不对称误差损失函数相比，不对称损失函数更为可取，因为在许多估计问题中，前者比后者更合适。我们在这里考虑固定精度点估计的问题

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来源
《Journal of applied statistics》 |2008年第4期|p.245-261|共17页
作者
Raghu Nandan Sengupta;
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作者单位

Department of Industrial and Management Engineering, Indian Institute of Technology Kanpur, Kanpur - 208 016, UP, India;

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原文格式 PDF
正文语种 eng
中图分类统计学;
关键词
loss function; risk; bounded risk; asymmetric loss function; LINEX loss function; relative LINEX loss function; stopping rule; multistage sampling procedure; purely sequential sampling procedure; batch sequential sampling procedure;

机译：损失函数;风险;边界风险;非对称损失函数;LINEX损失函数;相对LINEX损失函数;止损规则;多阶段采样程序;纯顺序采样程序;批量顺序采样程序;

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1. Bayesian analysis of disturbances variance in the linear regression model under asymmetric loss functions [J] . Chaturvedi A., Kumar K., Bhatti MI. Applied mathematics and computation . 2000,第2a3期

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2. Bayes Sequential Estimation for One-Parameter Exponential Family Under Asymmetric LINEX Loss Function [J] . Leng-Cheng Hwang, Cheng-Hung Lee Sequential analysis . 2012,第1期

机译：非对称LINEX损失函数下一参数指数族的贝叶斯序列估计
3. A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function [J] . Jokiel-Rokita A Statistics & Probability Letters . 2008,第17期

机译：非对称损失函数下指数分布参数的顺序估计程序
4. Evaluation of Different Heuristics for Accommodating Asymmetric Loss Functions in Regression [C] . Andrei Tolstikov, Frederik Janssen, Johannes Fuernkranz Discovery science . 2017

机译：回归中适应非对称损失函数的不同启发式方法的评估
5. Bayesian estimation and prediction under a bounded asymmetric BLINEX loss function. [D] . Wen, Daling. 1999

机译：有界不对称BLINEX损失函数下的贝叶斯估计和预测。
6. Comparing cluster-level dynamic treatment regimens using sequential multiple assignment randomized trials: Regression estimation and sample size considerations [O] . Timothy NeCamp, Amy Kilbourne, Daniel Almirall -1

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7. A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function [O] . Jokiel-Rokita, Alicja 2009

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8. Bounds Estimation Via Regression with Asymmetric Cost Functions [R] . DeCoste, D. 1997

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Use of asymmetric loss functions in sequential estimation problems for multiple linear regression

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