๐”– Bobbio Scriptorium
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Optimal Readjustment Intervals

โœ Scribed by M. R. Wolff and R. Subramanian


Book ID
123686000
Publisher
INFORMS
Year
1974
Tongue
English
Weight
208 KB
Volume
22
Category
Article
ISSN
0030-364X

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## Abstract An optimality criterion for forecast intervals under asymmetric loss functions is proposed. A loss optimal forecast interval is obtained by requiring that the expected loss, conditional on a future realization within the desired interval, be minimal. The main difficulty in the context o