An algorithm for conditional multidimensional parameter identification with asymmetric and correlated losses of under- and overestimations (Q5222392)
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scientific article; zbMATH DE number 7184658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for conditional multidimensional parameter identification with asymmetric and correlated losses of under- and overestimations |
scientific article; zbMATH DE number 7184658 |
Statements
An algorithm for conditional multidimensional parameter identification with asymmetric and correlated losses of under- and overestimations (English)
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1 April 2020
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identification of vector of parameters
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conditioning factors
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Bayes approach
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asymmetrical loss function
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nonparametric estimation
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distribution free method
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numerical algorithm
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