Minimax regret treatment choice with incomplete data and many treatments

Econometric Theory

Volumn 23, Issue 1, 2007, Pages 190-199

  Stoye, Jörg ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33947369894     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466607070089     Document Type: Review

References (10)

1. Bergemann, D. & K.H. Schlag (2005) Robust Monopoly Pricing: The Case of Regret. Discussion paper, Yale University and European University Institute.
2. Brock, W.A. (2004) Profiling Problems with Partially Identified Structure. Discussion paper, University of Wisconsin-Madison.
3. Manski, C.F. (2003) Partial Identification of Probability Distributions. Springer-Verlag.
4. Manski, C.F. (2004) Statistical treatment rules for heterogeneous populations. Econometrica 72, 1221-1246.
5. Manski, C.F. (in press) Minimax-regret treatment choice with missing outcome data. Journal of Econometrics.
6. Schlag, K.H. (2003) How to Minimize Maximum Regret under Repeated Decision-Making. Discussion paper, European University Institute.
7. Stoye, J. (2005a) Minimax Regret Treatment Choice with Finite Samples. Discussion paper, New York University.
8. Stoye, J. (2005b) Statistical Decisions under Ambiguity. Discussion paper, New York University.
9. Walley, P. (1991) Statistical Reasoning with Imprecise Probabilities. Chapman and Hall.
10. Wasserman, L. & J.B. Kadane (1992) Computing bounds on expectations. Journal of the American Statistical Association 87, 516-522.