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Confidence band for expectation dependence with applications - MaRDI portal

Confidence band for expectation dependence with applications (Q320286)

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scientific article; zbMATH DE number 6633924
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Confidence band for expectation dependence with applications
scientific article; zbMATH DE number 6633924

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    Confidence band for expectation dependence with applications (English)
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    6 October 2016
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    confidence band estimation
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    demand for a risky asset
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    expectation dependence
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    first-order risk aversion
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    Hoeffding's inequality
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