Median Predictive Cost of Error with an Asymmetric Cost Function

DOI10.1057/jors.1989.125zbMath0673.62086OpenAlexW2022296827MaRDI QIDQ3827449

Michael Cain

Publication date: 1989

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/jors.1989.125

zbMATH Keywords

Gaussian processasymmetric cost functionpredictive meanmedian solutionminimization of the median cost of the error of prediction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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