Ambiguity and robust statistics
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DOI: 10.1016/j.jet.2012.10.003
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- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011. "Ambiguity and Robust Statistics," Working Papers 382, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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More about this item
Keywords
Ambiguity; Consistency; Minimax estimation; Robust statistics; Uncertainty aversion; Variational preferences;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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