An algorithm for conditional multidimensional parameter identification with asymmetric and correlated losses of under- and overestimations

DOI10.1080/00949655.2015.1049606OpenAlexW2222472108MaRDI QIDQ5222392

Malgorzata Charytanowicz, Piotr Kulczycki

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

zbMATH Keywords

numerical algorithmnonparametric estimationBayes approachconditioning factorsasymmetrical loss functiondistribution free methodidentification of vector of parameters

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Methodically unified procedures for a conditional approach to outlier detection, clustering, and classification ⋮ Detection of Atypical Elements by Transforming Task to Supervised Form

Uses Software

• KernSmooth
• NewtonLib

Cites Work

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