Shrinkage estimation with general loss functions: an application of stochastic dominance theory.
Problematika minimalizácie predpokladaných strát. Spôsoby riešenia a aplikácia metód stochastickej teórie pri znižovaní parametrov strát až na nulu. Pokus o definíciu najvyššej možnej optimalizácie stratových funkcií. Určenie nevyhnutných a postačujúcich podmienok optimalizácie.
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| Lingua: | inglese |
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