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- W4313483357 abstract "We assume that the forecast error follows a probability distribution which is symmetric and monotonically non-increasing on non-negative real numbers, and if there is a mismatch between observed and predicted value, then we suffer a loss. Under the assumptions, we solve a minimization problem with an asymmetric loss function. In addition, we give an inequality for the variance of the loss." @default.
- W4313483357 created "2023-01-06" @default.
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- W4313483357 date "2022-12-30" @default.
- W4313483357 modified "2023-10-18" @default.
- W4313483357 title "Inequality for the variance of an asymmetric loss" @default.
- W4313483357 doi "https://doi.org/10.48550/arxiv.2301.00105" @default.
- W4313483357 hasPublicationYear "2022" @default.
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