Conditional parameter identification with different losses of under- and overestimation

Applied Mathematical Modelling

Volumn 37, Issue 4, 2013, Pages 2166-2177

  Kulczycki, Piotr ^a,b   Charytanowicz, Malgorzata ^a,c  

^a SYSTEMS RESEARCH INSTITUTE   (Poland)

^b CRACOW UNIVERSITY OF TECHNOLOGY   (Poland)

^c JOHN PAUL II CATHOLIC UNIVERSITY OF LUBLIN   (Poland)

Author keywords

Asymmetrical losses of estimation errors; Conditional factors; Nonparametric estimation; Numerical algorithm; Parameter identification; Statistical kernel estimators

Indexed keywords

CONDITIONAL FACTORS; ESTIMATION ERRORS; KERNEL ESTIMATORS; NON-PARAMETRIC ESTIMATIONS; NUMERICAL ALGORITHMS;

ALGORITHMS; ERRORS; IDENTIFICATION (CONTROL SYSTEMS); PROBABILITY DISTRIBUTIONS;

ESTIMATION;

EID: 84870255049     PISSN: 0307904X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apm.2012.05.007     Document Type: Article

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