An algorithm for conditional multidimensional parameter identification with asymmetric and correlated losses of under- and overestimations
DOI10.1080/00949655.2015.1049606OpenAlexW2222472108MaRDI QIDQ5222392FDOQ5222392
Authors: Piotr Kulczycki, Malgorzata Charytanowicz 
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2015.1049606
Recommendations
- Conditional parameter identification with different losses of under- and overestimation
- An algorithm for Bayes parameter identification with quadratic asymmetric loss function
- ASYMMETRICAL CONDITIONAL BAYES PARAMETER IDENTIFICATION FOR CONTROL ENGINEERING
- scientific article; zbMATH DE number 1562936
- Optimization of algorithms for estimating parameters of stochastic systems in conditions of indeterminacy
nonparametric estimationnumerical algorithmBayes approachconditioning factorsasymmetrical loss functiondistribution free methodidentification of vector of parameters
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Smoothing methods in statistics
- Title not available (Why is that?)
- Nonparametric estimation of joint discrete-continuous probability densities with applications
- Bayesian Estimation and Prediction Using Asymmetric Loss Functions
- Title not available (Why is that?)
- Sliding modes in control and optimization. Transl. from the Russian
- Title not available (Why is that?)
- Statistical decision theory. Foundations, concepts, and methods
- Solving Nonlinear Equations with Newton's Method
- Title not available (Why is that?)
- Title not available (Why is that?)
- A class of smooth estimators for discrete distributions
- Cross-validation and the estimation of probability distributions with categorical data
- Identification of parametric models from experimental data. Transl. from an upd. French version by the authors, with the help of John Norton
- Conditional parameter identification with different losses of under- and overestimation
- Kernel methods for the estimation of discrete distributions
- Nonparametric estimation of multivariate CDF with categorical and continuous data
Cited In (4)
- An algorithm for Bayes parameter identification with quadratic asymmetric loss function
- Detection of atypical elements by transforming task to supervised form
- Conditional parameter identification with different losses of under- and overestimation
- Methodically unified procedures for a conditional approach to outlier detection, clustering, and classification
Uses Software
This page was built for publication: An algorithm for conditional multidimensional parameter identification with asymmetric and correlated losses of under- and overestimations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5222392)
