Minimizing the expected value of the asymmetric loss function and an inequality for the variance of the loss (Q5861177)
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scientific article; zbMATH DE number 7484658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing the expected value of the asymmetric loss function and an inequality for the variance of the loss |
scientific article; zbMATH DE number 7484658 |
Statements
Minimizing the expected value of the asymmetric loss function and an inequality for the variance of the loss (English)
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4 March 2022
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asymmetric loss function
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gamma function
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generalized Gaussian distribution
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minimizing expectation value
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risk function
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