Prediction Adjustments for Asymmetric Quadratic Loss with a Gaussian Process

DOI10.1057/JORS.1994.187zbMath0807.62077OpenAlexW1978860498MaRDI QIDQ4319784

Michael Cain

Publication date: 12 January 1995

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

Full work available at URL: https://doi.org/10.1057/jors.1994.187

zbMATH Keywords

controlGaussian processadjustment factoroptimal predictionconditional meanasymmetric quadratic loss

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Statistical tables (62Q05)

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