Linex and double-linex regression for parameter estimation and forecasting

DOI10.1007/S10479-022-05131-2MaRDI QIDQ6115564zbMATH OpenOpenAlexFDO

Authors Mike G. Tsionas

Publication date 13 July 2023

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-022-05131-2

zbMATH Keywords

decision analysisestimationforecastinglinex loss functionsregression problems

Mathematics Subject Classification ID

Parametric inference (62Fxx) Linear inference, regression (62Jxx) Applications of statistics (62Pxx)

Cites work

• Adaptive Rejection Sampling for Gibbs Sampling
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• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Distributional regression for demand forecasting in e-grocery
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• scientific article; zbMATH DE number 3569699 (Why is no real title available?)
• Large Sample Properties of Generalized Method of Moments Estimators
• Optimal prediction pools
• Prediction of retinopathy in diabetic patients using type-2 fuzzy regression model
• Prediction with a Generalized Cost of Error Function
• Sparse regression for large data sets with outliers
• Stochastic Frontier Analysis

Cited in

(2)

• On parameter estimation using double-linex loss function
• Large-scale robust regression with truncated loss via majorization-minimization algorithm

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