On the computation of detection error probabilities under normality assumptions

DOI10.1016/J.ECONLET.2018.07.014zbMath1397.91212OpenAlexW2883032709WikidataQ129484242 ScholiaQ129484242MaRDI QIDQ1788001

Masakatsu Okubo

Publication date: 8 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://tsukuba.repo.nii.ac.jp/?action=repository_uri&item_id=46570

zbMATH Keywords

model misspecificationmultiplier preferencesdetection error probability

Mathematics Subject Classification ID

Utility theory (91B16) Individual preferences (91B08)

Cites Work

• Doubts or variability?
• Fragile beliefs and the price of uncertainty
• Asymptotic Statistics
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• Robustness

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