Combining forecasts in the presence of ambiguity over correlation structures

DOI10.1016/J.JET.2020.105075zbMath1481.91065OpenAlexW3034237903MaRDI QIDQ2067385

Gilat Levy, Ronny Razin

Publication date: 18 January 2022

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2020.105075

zbMATH Keywords

ambiguitycorrelation neglectpoint-wise mutual information

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (1)

Private and common value auctions with ambiguity over correlation

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