Asymmetric Penalized Prediction Using Adaptive Sampling Procedures

DOI10.1081/SQA-200046827MaRDI QIDQ4678859zbMATH OpenOpenAlexFDO

Authors Saibal Chattopadhyay, Sujay Datta, Raghu Nandan Sengupta

Publication date 23 May 2005

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sqa-200046827

zbMATH Keywords

tablestwo-stagemultistagelinex loss functionpurely sequentialaccelerated sequential samplingbounded risk forecasting

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sequential estimation (62L12)

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Cites work

• scientific article; zbMATH DE number 3766893 (Why is no real title available?)
• A Frequentistic Approach to Sequential Estimation in the General Linear Model
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation
• Asymptotic expansions for the moments of a randomly stopped average
• Asymptotic theory of triple sampling for sequential estimation of a mean
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Estimation in the general linear model when the accuracy is specified before data collection
• Improving the fully sequential sampling scheme of Anscombe-Chow-Robbins
• On an Extension of Stein's Two­Sample Procedure to the Multi­Normal Problem
• On the Asymptotic Theory of Fixed-Size Sequential Confidence Bounds for Linear Regression Parameters
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Sparse spatial autoregressions

Cited in

(13)

• Bayes sequential estimation for one-parameter exponential family under asymmetric LINEX loss function
• Two-stage and purely sequential minimum risk point estimation of the scale parameter of a family of distributions under modified LINEX loss plus sampling cost
• Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function
• Use of asymmetric loss functions in sequential estimation problems for multiple linear regression
• On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX Loss
• Sequential estimation for the multiple linear regression models with balanced loss functions
• Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics
• Median Predictive Cost of Error with an Asymmetric Cost Function
• Optimal, nearly optimal and robust procedures for the exponential distribution with relative linear exponential loss
• The penalized profile sampler
• Multistage point estimation methodologies for a negative exponential location under a modified linex loss function: illustrations with infant mortality and bone marrow data
• Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data
• Asymptotic non-deficiency of some procedures for a particular exponential family under relative LINEX loss

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