Asymm | Asymmetric loss function |
DM1 | Distance measure defined in Eq. (3.1) of Li et al. (2016) |
DMA | Discrepancy measure defined in Eq. (4.2) of Li et al. (2016) |
Frobenius | Frobenius distance |
LE | Euclidean distance |
Leig | Eigenvalue loss function |
Lelw | Loss function defined in Eq. (4.6) of Engle et al. (2016) |
MAE | Mean Absolute Error |
MSE | Mean Square Error |
StatPerMeas | Statistical performance measures to evaluate conditional... |
Stein | Stein loss function. |
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