Worst-case estimation for econometric models with unobservable components

DOI10.1016/j.csda.2006.09.023zbMath1161.62448OpenAlexW2066822324MaRDI QIDQ1019967

Mercedes Esteban-Bravo, Jose M. Vidal-Sanz

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/7342

zbMATH Keywords

minimax optimizationrobust modellingworst-case decision

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Minimax procedures in statistical decision theory (62C20) Monte Carlo methods (65C05)

Related Items (1)

Robust optimal decisions with imprecise forecasts

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