Raeside D.E, Owen R.J. — A class of loss functions of catenary form
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Название: A class of loss functions of catenary form
Авторы: Raeside D.E, Owen R.J.
Аннотация:
The catenary form of loss function is considered in the framework of Bayesian decision theory. The mathematical tractability of this form seems to be unrecognized; it contains quadratic loss as a limiting case. For various probability distributions expressions are given for posterior analysis, and limiting properties are investigated.
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