Set coverage and robust policy

DOI10.1016/j.econlet.2011.12.071zbMath1241.62177arXiv2106.09784OpenAlexW3125290134MaRDI QIDQ433183

Alexei Onatski, Marc Henry

Publication date: 13 July 2012

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

Full work available at URL: https://arxiv.org/abs/2106.09784

zbMATH Keywords

robust controlpartial identificationmaxmin expected utilityset coverage

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35) Sensitivity (robustness) (93B35)

Related Items (1)

Dilation bootstrap

Cites Work

• Learning Under Ambiguity
• Confidence Intervals for Partially Identified Parameters
• Unnamed Item

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