most citedMinimizing the expected value of the asymmetric loss and an inequality of the variance of the loss

2 citations · 2 across the 2 of their papers we have counts for

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2 papers

stat.ME2026

Multivariate Spatio-Temporal Regression with Penalized Model Selection and an Empirical Application

Ryuei Nishii, Saeko Ohta, Shojiro Tanaka

This paper develops the statistical foundations of a multivariate general nesting spatio-temporal (MGNST) regression framework for analyzing spatial, temporal, and cross-equation d…

math.ST2019★ 2 cited

Minimizing the expected value of the asymmetric loss and an inequality of the variance of the loss

Naoya Yamaguchi, Yuka Yamaguchi, Ryuei Nishii

For some estimations and predictions, we solve minimization problems with asymmetric loss functions. Usually, we estimate the coefficient of regression for these problems. In this…