Algorithms for Fitting Blinex Loss Parameters

DOI10.1081/SAC-200033337MaRDI QIDQ3155638zbMATH OpenFDO

Authors Daling Wen, Martin S. Levy

Publication date 17 January 2005

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/SAC-200033337

Mathematics Subject Classification ID

Statistical decision theory (62C99)

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Cites work

• ADMISSIBILITY OF BAYES ESTIMATES UNDER BLINEX LOSS FOR THE NORMAL MEAN PROBLEM
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• BLINEX: A BOUNDED ASYMMETRIC LOSS FUNCTION WITH APPLICATION TO BAYESIAN ESTIMATION
• Goodness of Prediction Fit for Multivariate Linear Models
• Statistical decision theory and Bayesian analysis. 2nd ed
• The reflected normal loss function

Cited in

(4)

• An algorithm for Bayes parameter identification with quadratic asymmetric loss function
• A loss function for box-constrained inverses problems
• BLINEX: A BOUNDED ASYMMETRIC LOSS FUNCTION WITH APPLICATION TO BAYESIAN ESTIMATION
• Bayesian sample size determination for the bounded Linex loss function

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