Timeline for Estimation with an unbalanced loss function
Current License: CC BY-SA 3.0
2 events
| when toggle format | what | by | license | comment | |
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| Aug 22, 2016 at 17:13 | comment | added | Aryeh Kontorovich | I presume your goal is to choose a $\hat \mu$ so as to minimize the expected loss w.r.t. to the true $\mu$. The most direct approach would be to minimize the empirical loss and formulate conditions on the distribution that guarantee the convergence of the empirical minimizer to the true value. | |
| Aug 22, 2016 at 16:12 | history | asked | Adrien | CC BY-SA 3.0 |