Asymmetric Penalized Prediction Using Adaptive Sampling Procedures
From MaRDI portal
Publication:4678859
DOI10.1081/SQA-200046827zbMath1061.62122MaRDI QIDQ4678859
Raghu Nandan Sengupta, Sujay Datta, Saibal Chattopadhyay
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
tables; two-stage; multistage; linex loss function; purely sequential; accelerated sequential sampling; bounded risk forecasting
Related Items
Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics, 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, Optimal, nearly optimal and robust procedures for the exponential distribution with relative linear exponential loss, Bayes Sequential Estimation for One-Parameter Exponential Family Under Asymmetric LINEX Loss Function, Asymptotic Non-Deficiency of Some Procedures for a Particular Exponential Family Under Relative LINEX Loss, Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data, Multistage point estimation methodologies for a negative exponential location under a modified linex loss function: Illustrations with infant mortality and bone marrow data, 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
Cites Work
- Unnamed Item
- Estimation in the general linear model when the accuracy is specified before data collection
- Asymptotic theory of triple sampling for sequential estimation of a mean
- Improving the fully sequential sampling scheme of Anscombe-Chow-Robbins
- Sparse spatial autoregressions
- Asymptotic expansions for the moments of a randomly stopped average
- On an Extension of Stein's TwoSample Procedure to the MultiNormal Problem
- A Frequentistic Approach to Sequential Estimation in the General Linear Model
- Bayesian Estimation and Prediction Using Asymmetric Loss Functions
- An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation
- 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
- A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance