In this paper we introduce various set inference problems as they appear in finance and propose practical and powerful … discount factors and the admissible mean-variance sets of asset portfolios. We propose to make inference on such sets using … inference on sets. …

In this paper we consider the problem of inference on a class of sets describing a collection of admissible models as … especially appealing in the target applications. Moreover, the resulting inference procedures are also more powerful than the …

unstable. Here, we provide a rigorous likelihood inference approach to determine t_c, which takes into account the …

This paper investigates the finite sample properties of a range of inference methods for propensity score …