Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Joel L. Horowitz and Sokbae Lee
| Year of publication: |
2023
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|---|---|
| Authors: | Horowitz, Joel ; Lee, Sokbae |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 3, p. 927-938
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| Subject: | Finite-sample bounds | Normal approximation | Partial identification | Sub-Gaussian distribution | Monte-Carlo-Simulation | Monte Carlo simulation | Induktive Statistik | Statistical inference | Normalverteilung | Normal distribution | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2093883 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448462