Bayesian Estimation and Prediction Using Asymmetric Loss Functions
From MaRDI portal
Publication:3740041
DOI10.2307/2289234zbMath0603.62037OpenAlexW4238094886MaRDI QIDQ3740041
Publication date: 1986
Full work available at URL: https://doi.org/10.2307/2289234
predictionBayes risksBayesian estimationlinear regressioninadmissibilityrisk functionsmultiparameter estimationVarian's asymmetric LINEX loss function
Related Items
BAYESIAN ESTIMATION PROCEDURES FOR GENERALIZED INVERTED SCALE FAMILY OF DISTRIBUTIONS BASED ON PROGRESSIVE CENSORING, On Measuring Loss Robustness Using Maximum A Posteriori Estimate, Bayesian Estimation for the Exponentiated Weibull Model, Algorithms for Fitting Blinex Loss Parameters, Estimating the parameters of a Burr distribution under progressive type II censoring, The E-Bayesian estimation and its E-MSE of Pareto distribution parameter under different loss functions, LINEX AND QUADRATIC APPROXIMATE BAYES ESTIMATORS APPLIED TO THE PARETO MODEL, AN ESTIMATION PROCEDURE FOR ERROR VARIANCE INCORPORATING PTS FOR RANDOM EFFECTS MODEL UNDER LINEX LOSS FUNCTION, Evaluating the lifetime performance index based on the Bayesian estimation for the Rayleigh lifetime products with the upper record values, Testimator of the scale parameter of the exponential distribution using linex loss function, A generalization of the compound rayleigh distribution: using a bayesian method on cancer survival times, BLINEX: A BOUNDED ASYMMETRIC LOSS FUNCTION WITH APPLICATION TO BAYESIAN ESTIMATION, ADMISSIBILITY OF BAYES ESTIMATES UNDER BLINEX LOSS FOR THE NORMAL MEAN PROBLEM, Study on the effect of the different prior distributions on E-Bayesian estimation of failure probability and its E-posterior risk, Regression models using the LINEX loss to predict lower bounds for the number of points for approximating planar contour shapes, Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric, The exact distribution and density functions of the stein-type estimator for normal variance, On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function, Sequential estimation of exponential lacation parameter using an asymmetric loss function, Estimation of three-parameter exponentiated-Weibull distribution under type-II censoring, A Bayesian approach for estimating the parameters of an α-stable distribution, BAYESIAN ESTIMATION OF SCALE PARAMETER OF FRECHET DISTRIBUTION, Optimal rules and robust Bayes estimation of a gamma scale parameter, A note on finite population prediction under asymetric loss functions, Asymmetric selection indices, Bayesian inference for the Topp-Leone distribution based on lower \(k\)-record values, Shrinkage estimator of regression model under asymmetric loss, On Burr XII distribution analysis under progressive type-II hybrid censored data, E-Bayesian estimation and its E-posterior risk of the exponential distribution parameter based on complete and type I censored samples, E-Bayesian estimation of the exponentiated distribution family parameter under LINEX loss function, Statistical inference for the lifetime performance index of products with Pareto distribution on basis of general progressive type II censored sample, A study on the effect of the loss function on Bayesian estimation and posterior risk of binomial distribution, Classical and Bayes estimation in the M|D|1 queueing system, Statistical Problem Classes and Their Links to Information Theory, E-Bayesian estimations of parameter and its evaluation standard: E-MSE (expected mean square error) under different loss functions, Bayes estimators for the reliability and hazard rate functions of Topp-Leone distribution using Type-II censored data, A study on comparisons of Bayesian and classical parameter estimation methods for the two-parameter Weibull distribution, Bayesian inference and prediction of the Rayleigh distribution based on ordered ranked set sampling, E-Bayesian estimation and its E-MSE under the scaled squared error loss function, for exponential distribution as example, E-Bayesian estimations of the reliability and its E-posterior risk under different loss functions, Robust Bayesian analysis of generalized inverted family of distributions, Bayesian estimation of the expected queue length of a system M/M/1 with certain and uncertain priors, Assessing the effect of E-Bayesian inference for Poisson inverse exponential distribution parameters under different loss functions and its application, Exact inference for the parameters of absolutely continuous trivariate exponential location–scale model, A new lifetime distribution for a series-parallel system: properties, applications and estimations under progressive type-II censoring, Effect of Linex loss function on the VSIX̄ control chart, Estimation of P(X > Y) for the power Lindley distribution based on progressively type II right censored samples, Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks, Purely sequential bounded-risk point estimation of the negative binomial means under various loss functions: Multi-sample problems, On estimating the mean of the selected normal population in two-stage adaptive designs, Optimal control designs using predicting densities for the multivariate linear model, A some times pool estimator of mean life under linex loss function1, Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts, Bayesian solutions to graduate admissions and related selection problems, Optimal forecast combinations under general loss functions and forecast error distributions, Estimating the parameters of a bathtub-shaped distribution under progressive type-II censoring, Bayesian estimation based on progressive Type-II censoring from two-parameter bathtub-shaped lifetime model: an Markov chain Monte Carlo approach, A note on shrinkage wavelet estimation in Bayesian analysis, Use of asymmetric loss functions in sequential estimation problems for multiple linear regression, On the admissibility of c[Xbar + d with respect to the linex loss function], Bayes Estimator of Inverse Gaussian Parameters Under General Entropy Loss Function Using Lindley's Approximation, Bayesian inference using record values from Rayleigh model with application, Minimax invariant estimator of continuous distribution function under LINEX loss, Inference based on progressive Type I interval censored data from log-normal distribution, Value at risk linear exponent (VARLINEX) forecasts, Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated, BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION, Ridge regression methodology in partial linear models with correlated errors, Bayes and stein estimation under asymmetric loss functions:a numerical risk comparison, Unnamed Item, Hierarchical Bayesian collective risk model: an application to health insurance, Convergence rate of empirical Bayes estimation for two-dimensional truncation parameters under linex loss, On Characterization of Second-Order Asymptotic Optimality Under Asymmetric Loss Functions: Loss Coefficient Vector and Admissibility, Sufficient Conditions for the Admissibility Under LINEX Loss Function in Regular Case, Asymmetric Penalized Prediction Using Adaptive Sampling Procedures, Bayesian and frequentist estimation and prediction for exponential distributions, A Stepwise Confidence Interval Procedure Under Unknown Variances Based on an Asymmetric Loss Function for Toxicological Evaluation, On the Admissibility of Linear Estimators in a Multivariate Normal Distribution Under LINEX Loss Function, Bayes estimators for the extreme-value reliability function, Predicting the signs of forecast errors, Robust Bayesian analysis of Weibull failure model, Bayes pre-test estimation for the change point of the changing one parameter exponential family, Bayes Estimation of Shift Point in Normal Sequence and Its Application to Statistical Process Control, A STEPWISE CONFIDENCE INTERVAL PROCEDURE BASED ON AN ASYMMETRIC LOSS FUNCTION WITH APPLICATIONS TO TOXICOLOGICAL EVALUATION, MINIMIZING AVERAGE RISK IN REGRESSION MODELS, On robust Bayesian estimation under some asymmetric and bounded loss function, Bayesian estimation of mean and square of mean of normal distribution using linex loss function, Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data, Inference for an inverted exponentiated Pareto distribution under progressive censoring, Three-stage and accelerated sequential point estimation of the normal mean using LINEX loss function, Bayesian prediction with an asymmetric criterion in a nonparametric model of insurance risk, Inference for the software reliability using asymmetric los fimctions:a hierarchical bayes approach, E-Bayesian estimation based on Burr-X generalized type-II hybrid censored data, Posterior Distribution and Loss Functions for Parameter Estimation in Weibull Processes, Bayesian estimation based on ranked set sampling using asymmetric loss function, Double Stage Shrinkage Testimator of the Scale Parameter of an Exponential Life Model Under General Entropy Loss Function, Shrinkage Testimators for the Shape Parameter of Pareto Distribution Using LINEX Loss Function, Estimation of the binomial parameternusing a linex loss function, On the minimaxity of pitman type estimator under a linex loss function, Downside loss aversion: winner or loser?, On a Bayesian aspect for soft wavelet shrinkage estimation under an asymmetric Linex loss, Admissible and minimax estimation of the parameter \(n\) in the binomial distribution, Some aspects of Bayesian loss-robustness, New biased estimators under the LINEX loss function, Inference on a new distribution under progressive-stress accelerated life tests and progressive type-II censoring based on a series-parallel system, Bayesian analysis of power generalized Weibull distribution, Asymmetric risk of the Stein variance estimator under a misspecified linear regression model, Bayesian estimation of a normal mean parameter using the Linex loss function and robustness considerations, Generalized ridge regression estimators under the LINEX loss function, Second order optimal approximation in a particular exponential family under asymmetric LINEX loss, Empirical Bayes testing procedures in some nonexponential families using asymmetric Linex loss function, Admissible estimation for finite population under the Linex loss function, Estimation of order-restricted means of two normal populations under the LINEX loss function, Cost-sensitive estimation of ARMA models for financial asset return data, A loss function approach to model specification testing and its relative efficiency, Bayesian and non-Bayesian approaches to statistical inference and decision-making, Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss, How should parameter estimation be tailored to the objective?, The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches, Sources of asymmetry in production factor dynamics, A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes, An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss, Estimation of parameters of exponential distribution in the truncated space using asymmetric loss function, Bayesian inference of the Weibull model based on interval-censored survival data, Asymmetric quadratic loss adjustments for a predictive t variable., Efficiency of a Liu-type estimator in semiparametric regression models, Bayesian estimation and hypothesis tests for a circular generalized linear model, Kernel estimation under linear-exponential loss, Bayesian semiparametric hierarchical empirical likelihood spatial models, ROC curves for regression, Estimation of exponentiated Nadarajah-Haghighi distribution under progressively type-II censored sample with application to bladder cancer data, Biased predictors, rationality and the evaluation of forecasts, Some variants of adaptive sampling procedures and their applications, Predicting observables from Weibull model based on general progressive censored data with asymmetric loss, Multi-step forecasts from threshold ARMA models using asymmetric loss functions, Bayesian and robust Bayesian analysis under a general class of balanced loss functions, Bayesian shrinkage estimator of Burr XII distribution, Estimating moments of a selected Pareto population under asymmetric scale invariant loss function, An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss, Bayesian estimation for Burr distribution type III based on trimmed samples, Bayesian analysis of the survival function and failure rate of Weibull distribution with censored data, Bayesian estimation of two-parameter Weibull distribution using extension of Jeffreys prior information with three loss functions, Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses, Properties of optimal forecasts under asymmetric loss and nonlinearity, The equivalence of Bayes and robust Bayes estimators for various loss functions, Bayesian estimation for the exponentiated Weibull model under type II progressive censoring, Bayesian estimation of an \(\mathrm{M}/\mathrm{M}/R\) queue with heterogeneous servers using Markov chain Monte Carlo method, Asymptotic non-deficiency of the Bayes sequential estimation in a family of transformed Chi-square distributions, Parameter estimates of general failure rate model: a Bayesian approach, Empirical Bayesian analysis of the Poisson intervention and incidence parameters., Empirical Bayes estimation of the truncation parameter with asymmetric loss function using NA samples, Inference and prediction for modified Weibull distribution based on doubly censored samples, A study of risks of Bayes estimators in the generalized half-logistic distribution for progressively type-II censored samples, State estimation bias induced by optimization under uncertainty and error cost asymmetry is likely reflected in perception, Optimal monetary policy with a nonlinear Phillips curve, Estimation of waiting time distribution in an M/M/1 queue, Estimation of the exponential mean time to failure under a weighted balanced loss function, A Bayesian approach to state space multivariate time series modeling, Bayesian approach to life testing and reliability estimation using asymmetric loss function, One-sided empirical Bayes test for location parameter in Gamma distribution, A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function, Estimation of parameters for exponentiated-Weibull family under type-II censoring scheme, Inference and optimal censoring scheme for progressively type-II censored competing risks model for generalized Rayleigh distribution, The Fed's monetary policy rule and U.S. Inflation: The case of asymmetric preferences, Properties of ordinary least squares estimators in regression models with nonspherical disturbances, Idea of constructing an image of Bayes action, Bayesian approach on the generalized exponential distribution in the presence of outliers, Empirical Bayes inference for the Weibull model, Imbalanced regression and extreme value prediction, On estimation of the exponentiated Pareto distribution under different sample schemes, Finite-sample properties of the Graybill-Deal estimator, Bayesian estimation using (Linex) for generalized power function distribution, Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem, Estimation of parameters of Weibull-gamma distribution based on progressively censored data, Statistical inference based on Lindley record data, Estimation of some lifetime parameters of generalized Gompertz distribution under progressively type-II censored data, Empirical Bayes estimation for Borel-Tanner distributions, Bayesian accelerated life testing under competing log-location-scale family of causes of failure, Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise, Robust forecast combinations, On an admissibility problem involving the moment generating function of the lognormal distribution, Bayesian estimations using MCMC approach under three-parameter Burr-XII distribution based on unified hybrid censored scheme, Bayesian analysis in econometrics, Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference, Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models, On the admissibility of an estimator of a normal mean vector under a LINEX loss function, Rationality testing under asymmetric loss, Optimization of process parameters using weighted convex loss functions, Risk performance of a pre-test estimator for normal variance with the Stein-variance estimator under the LINEX loss function, Shrinkage estimation in exponential type-II censored data under LINEX loss, Improved estimation in regression with varying penalty, A non-stationary model for spatially dependent circular response data based on wrapped Gaussian processes, Optimal spatial prediction for non-negative spatial processes using a phi-divergence loss function, On estimating the current intensity of failure for the power-law process, Minimax and \(\Gamma\)-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted, On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss, Inadmissibility of the Stein-rule estimator under the balanced loss function, A consistent test for nonlinear out of sample predictive accuracy., Minimax confidence bound of the normal mean under an asymmetric loss function, Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure, Nonparametric Empirical Bayes Prediction, A note on the posterior risk of the entropy loss function, On E-Bayesian analysis of the hierarchical normal and inverse gamma model using different loss functions and its application, E-Bayesian estimation and E-posterior risk of failure probability under different loss functions and its applications in reliability analysis, Unnamed Item, Inference for log‐location‐scale family of distributions under competing risks with progressive type‐I interval censored data, Take a look at the hierarchical Bayesian estimation of parameters from several different angles, Linex and double-linex regression for parameter estimation and forecasting, The inverted exponentiated Chen distribution with application to cancer data, Rational expectations as a tool for predicting failure of weighted \(k\)-out-of-\(n\) reliability systems, Joint production in stochastic non-parametric envelopment of data with firm-specific directions, Estimation of the slope parameter in a linear regression model under a bounded loss function, Comparison of estimators and predictors based on modified weibull records: Bayesian and non-Bayesian approaches, Bayesian estimation of parameters of inverse Weibull distribution, Estimation and prediction for the generalized inverted exponential distribution based on progressively first-failure-censored data with application, Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective, Bayes Sequential Estimation for One-Parameter Exponential Family Under Asymmetric LINEX Loss Function, Stein-type improved estimation of standard error under asymmetric LINEX loss function, Sufficient conditions for the admissibility under the LINEX loss function in non-regular case, Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population, On the Estimation of Parameters and Reliability Functions of a New Two-Parameter Lifetime Distribution based on Type II Censoring, Bayesian analysis of disturbances variance in the linear regression model under asymmetric loss functions, A Unified Approach to Prior and Loss Robustness, Bayes estimation and expected termination time for the competing risks model from Gompertz distribution under progressively hybrid censoring with binomial removals, Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics, Bayes estimators of the reliability function and parameter of inverted exponential distribution using informative and non-informative priors, Bayesian sample size determination for the bounded linex loss function, Bayesian and maximum likelihood estimations of the inverse Weibull parameters under progressive type-II censoring, EXPONENTIATED PARETO DISTRIBUTION: A BAYES STUDY UTILIZING MCMC TECHNIQUE UNDER UNIFIED HYBRID CENSORING SCHEME, Prediction for future failures in Weibull distribution under hybrid censoring, An algorithm for conditional multidimensional parameter identification with asymmetric and correlated losses of under- and overestimations, Multistage Estimation Procedures with Bounded Risk for the Normal Mean Under LINEX Loss Function, The Non Dominated Set in Bayesian Decision Problems with Convex Loss Functions, Estimators for the Finite Mixture of Rayleigh Model Based on Progressively Censored Data, Bayesian Inference and Prediction for Normal Distribution Based on Records, Performance of Preliminary Test Estimator Under Linex Loss Function, Unnamed Item, Unnamed Item, Unnamed Item, Statistical Inference Based on Progressively Type II Censored Data from Weibull Model, Robust open Bayesian analysis: Overfitting, model uncertainty, and endogeneity issues in multiple regression models, Minimizing the expected value of the asymmetric loss function and an inequality for the variance of the loss, Inference of progressively type-II censored competing risks data from Chen distribution with an application, Bayesian and robust Bayesian analysis in a general setting, Estimation after selection from bivariate normal population with application to poultry feeds data