Asymmetric Penalized Prediction Using Adaptive Sampling Procedures

DOI10.1081/SQA-200046827zbMath1061.62122OpenAlexW2161505238MaRDI 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

zbMATH Keywords

tablestwo-stagemultistagelinex loss functionpurely sequentialaccelerated sequential samplingbounded risk forecasting

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sequential estimation (62L12)

Related Items (9)

Use of asymmetric loss functions in sequential estimation problems for multiple linear regression ⋮ Bayes Sequential Estimation for One-Parameter Exponential Family Under Asymmetric LINEX Loss Function ⋮ Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics ⋮ Multistage point estimation methodologies for a negative exponential location under a modified linex loss function: Illustrations with infant mortality and bone marrow data ⋮ 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 ⋮ On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX Loss ⋮ Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data ⋮ Asymptotic Non-Deficiency of Some Procedures for a Particular Exponential Family Under Relative LINEX Loss ⋮ Optimal, nearly optimal and robust procedures for the exponential distribution with relative linear exponential loss

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