Optimal Prediction Under Asymmetric Loss
收藏NBER1994-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0167
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资源简介：
Prediction problems involving asymmetric loss functions arise routinely in many fields, yet the theory of optimal prediction under asymmetric loss is not well developed. We study the optimal prediction problem under general loss structures and characterize the optimal predictor. We compute the
提供机构：
美国国家经济研究局
创建时间：
1994-10-01
