Statistical treatment choice based on asymmetric minimax regret criteria

DOI10.1016/J.JECONOM.2011.06.013zbMath1441.62887OpenAlexW2160120336MaRDI QIDQ738109

Aleksey Tetenov

Publication date: 15 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://research-information.bris.ac.uk/ws/files/87354481/Tetenov_asymmetric_minimax_revised.pdf

zbMATH Keywords

hypothesis testingloss aversiontreatment effectsstatistical decision theory

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Minimax procedures in statistical decision theory (62C20)

Related Items (11)

Functional Sequential Treatment Allocation ⋮ Quantile-Optimal Treatment Regimes ⋮ Fairness-Oriented Learning for Optimal Individualized Treatment Rules ⋮ On Robustness of Individualized Decision Rules ⋮ Fair Policy Targeting ⋮ Probabilistic prediction for binary treatment choice: with focus on personalized medicine ⋮ Minimax regret treatment choice with covariates or with limited validity of experiments ⋮ Inferring welfare maximizing treatment assignment under budget constraints ⋮ Who should get vaccinated? Individualized allocation of vaccines over SIR network ⋮ Treatment Choice With Trial Data: Statistical Decision Theory Should Supplant Hypothesis Testing ⋮ POINT DECISIONS FOR INTERVAL–IDENTIFIED PARAMETERS

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• Asymptotics for Statistical Treatment Rules
• Prospect Theory: An Analysis of Decision under Risk
• MINIMAX REGRET TREATMENT CHOICE WITH INCOMPLETE DATA AND MANY TREATMENTS
• The Theory of Statistical Decision

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