An extension of the Gauss-Newton algorithm for estimation under asymmetric loss (Q959167): Difference between revisions
From MaRDI portal
Set profile property. |
Normalize DOI. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.csda.2004.08.007 / rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.csda.2004.08.007 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2045471955 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4114633 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The iteratively reweighted estimating equation in minimum distance problems / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5229999 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4868581 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4226179 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Prediction with a Generalized Cost of Error Function / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3218923 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: CALCULATION METHOD FOR NONLINEAR DYNAMIC LEAST-ABSOLUTE DEVIATIONS ESTIMATOR / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Robust Statistics / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4523872 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4861400 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4140257 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4044015 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4011461 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CSDA.2004.08.007 / rank | |||
Normal rank | |||
Latest revision as of 10:07, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of the Gauss-Newton algorithm for estimation under asymmetric loss |
scientific article |
Statements
An extension of the Gauss-Newton algorithm for estimation under asymmetric loss (English)
0 references
11 December 2008
0 references
loss function
0 references
forecasting
0 references
estimation
0 references
optimization
0 references
Newton-like method
0 references
iteratively reweighted least squares
0 references
smoothing
0 references
0 references
