{"id":"https://openalex.org/W1442719688","doi":"https://doi.org/10.3233/mas-2008-3306","title":"On the performance of estimators of parameter in autoregressive model of order one and optimal prediction under asymmetric loss","display_name":"On the performance of estimators of parameter in autoregressive model of order one and optimal prediction under asymmetric loss","publication_year":2008,"publication_date":"2008-09-11","ids":{"openalex":"https://openalex.org/W1442719688","doi":"https://doi.org/10.3233/mas-2008-3306","mag":"1442719688"},"language":"en","primary_location":{"id":"doi:10.3233/mas-2008-3306","is_oa":false,"landing_page_url":"https://doi.org/10.3233/mas-2008-3306","pdf_url":null,"source":{"id":"https://openalex.org/S2765066696","display_name":"Model Assisted Statistics and Applications","issn_l":"1574-1699","issn":["1574-1699","1875-9068"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Model Assisted Statistics and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5109543545","display_name":"Soma Roychowdhury","orcid":null},"institutions":[{"id":"https://openalex.org/I84218800","display_name":"University of California, Davis","ror":"https://ror.org/05rrcem69","country_code":"US","type":"education","lineage":["https://openalex.org/I84218800"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Soma Roychowdhury","raw_affiliation_strings":["University of California, Davis, USA","University of California Davis, USA,"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of California, Davis, USA","institution_ids":["https://openalex.org/I84218800"]},{"raw_affiliation_string":"University of California Davis, USA,","institution_ids":["https://openalex.org/I84218800"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5004529759","display_name":"Debasis Bhattacharya","orcid":"https://orcid.org/0000-0003-3680-7327"},"institutions":[{"id":"https://openalex.org/I84218800","display_name":"University of California, Davis","ror":"https://ror.org/05rrcem69","country_code":"US","type":"education","lineage":["https://openalex.org/I84218800"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Debasis Bhattacharya","raw_affiliation_strings":["University of California, Davis, USA","University of California Davis, USA,"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of California, Davis, USA","institution_ids":["https://openalex.org/I84218800"]},{"raw_affiliation_string":"University of California Davis, USA,","institution_ids":["https://openalex.org/I84218800"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5109543545"],"corresponding_institution_ids":["https://openalex.org/I84218800"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.04602543,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"3","issue":"3","first_page":"225","last_page":"232"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9664000272750854,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9664000272750854,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.9433000087738037,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.854356050491333},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.685994029045105},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6162838339805603},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.5372362732887268},{"id":"https://openalex.org/keywords/bayes-theorem","display_name":"Bayes' theorem","score":0.5355695486068726},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.49701812863349915},{"id":"https://openalex.org/keywords/estimation-theory","display_name":"Estimation theory","score":0.4246915876865387},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4094264805316925},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3318251669406891},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.16725212335586548}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.854356050491333},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.685994029045105},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6162838339805603},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.5372362732887268},{"id":"https://openalex.org/C207201462","wikidata":"https://www.wikidata.org/wiki/Q182505","display_name":"Bayes' theorem","level":3,"score":0.5355695486068726},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.49701812863349915},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.4246915876865387},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4094264805316925},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3318251669406891},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.16725212335586548},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3233/mas-2008-3306","is_oa":false,"landing_page_url":"https://doi.org/10.3233/mas-2008-3306","pdf_url":null,"source":{"id":"https://openalex.org/S2765066696","display_name":"Model Assisted Statistics and Applications","issn_l":"1574-1699","issn":["1574-1699","1875-9068"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Model Assisted Statistics and Applications","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":3,"referenced_works":["https://openalex.org/W2061885628","https://openalex.org/W2086453666","https://openalex.org/W3031759008"],"related_works":["https://openalex.org/W2171218219","https://openalex.org/W1972271943","https://openalex.org/W4287880334","https://openalex.org/W2150410159","https://openalex.org/W4366700029","https://openalex.org/W3150905897","https://openalex.org/W4327525404","https://openalex.org/W4287185323","https://openalex.org/W4285230481","https://openalex.org/W1520183331"],"abstract_inverted_index":{"In":[0],"the":[1,13,16,25,35,45,50,58,76,81,113,123],"AR(1)":[2],"set-up":[3],"it":[4],"is":[5,61,84,117,127],"well":[6],"known":[7],"that":[8,68,112],"for":[9],"different":[10,19],"ranges":[11],"of":[12,18,21,38,52,125],"parameter":[14,60],"values":[15],"distribution":[17],"quantities":[20],"interest":[22],"(such":[23],"as,":[24],"estimators,":[26],"test":[27],"statistics":[28],"etc.)":[29],"are":[30],"different.":[31],"As":[32],"a":[33],"result,":[34],"equal":[36,46],"amount":[37,124],"over-estimation":[39],"and":[40,122],"under-estimation":[41],"may":[42],"not":[43,62],"have":[44,66],"con":[47],"sequences.":[48],"Thus":[49],"use":[51],"symmetric":[53],"loss":[54,71,91,106,121],"function":[55,72,92],"in":[56,94,131],"estimating":[57],"unknown":[59],"recommendable.":[63],"Here":[64],"we":[65],"shown":[67],"under":[69,119],"asymmetric":[70,90,105,120],"Bayes'":[73],"estimator":[74,79],"outperforms":[75],"classical":[77],"point":[78],"when":[80],"operational":[82],"prior":[83],"sufficiently":[85],"diffuse.":[86],"Prediction":[87],"problems":[88],"involving":[89],"arise":[93],"many":[95],"fields.":[96],"Optimal":[97],"prediction":[98],"problem":[99],"will":[100],"also":[101,128],"be":[102],"discussed":[103],"using":[104],"function.":[107],"It":[108],"has":[109],"been":[110],"observed":[111],"conditionally":[114],"optimal":[115],"predictor":[116],"biased":[118],"bias":[126],"time":[129],"varying":[130],"general.":[132]},"counts_by_year":[{"year":2017,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-06-23T06:36:01.041984","created_date":"2025-10-10T00:00:00"}
