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Applied Mathematics & Information Sciences

Author Country (or Countries)

Egypt

Abstract

Basedonanexactintegralexpressionfortherisk,anasymptoticevaluationoftheconditionalriskisderivedfordistributions with have unbounded supports, which, using Laplace’s method. Then, by integrating these asymptotic expansions, we evaluate the asymptotic evaluation of the finite sample risk (the unconditional probability error). The finite sample risk for the Pareto and exponential distributions are discussed as typical.

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/amis/160412

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