Robust Confidence Regions for Incomplete Models

DOI10.3982/ECTA13394zbMath1420.91043OpenAlexW4230209360MaRDI QIDQ4613438

Hiroaki Kaido, Larry G. Epstein, Kyoungwon Seo

Publication date: 31 January 2019

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta13394

zbMATH Keywords

central limit theorembelief functionspartial identificationentry gamesincomplete models

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Decision theory (91B06) Noncooperative games (91A10)

Related Items (5)

A lot of ambiguity ⋮ A central limit theorem for sets of probability measures ⋮ A central limit theorem, loss aversion and multi-armed bandits ⋮ Central limit theorems for bounded random variables under belief measures ⋮ A weak law for moments of pairwise stable networks

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