A note on the equivalence between certain equivalent and least expected penalization criteria

Andrea Capotorti; Mario Di Bacco

doi:10.6092/issn.1973-2201/1018

A note on the equivalence between certain equivalent and least expected penalization criteria

Authors

Andrea Capotorti Alma Mater Studiorum - Università di Bologna
Dipartimento di Scienze statistiche “P. Fortunati”
Mario Di Bacco Alma Mater Studiorum - Università di Bologna
Dipartimento di Scienze statistiche “P. Fortunati”

DOI:

https://doi.org/10.6092/issn.1973-2201/1018

Abstract

In this paper we face the problem of the uniqueness of the quadratic penalty func-tion. We show an elementary case where the equivalence between certain equivalent and least expected penalization criteria reached by means of a wider class than the quadratic one. The uniqueness is obtained only imposing a symmetry condition.

How to Cite

Capotorti, A., & Di Bacco, M. (1996). A note on the equivalence between certain equivalent and least expected penalization criteria. Statistica, 56(2), 243–247. https://doi.org/10.6092/issn.1973-2201/1018