메뉴 건너뛰기




Volumn 70, Issue 2, 2011, Pages 129-148

Statistical decisions under ambiguity

Author keywords

Ambiguity; Maximin utility; Minimax regret; Risk functions; Statistical decisions

Indexed keywords

AMBIGUITY; MAXIMIN; MINIMAX REGRET; RISK FUNCTIONS; STATISTICAL DECISION;

EID: 78650589348     PISSN: 00405833     EISSN: 15737187     Source Type: Journal    
DOI: 10.1007/s11238-010-9227-2     Document Type: Article
Times cited : (42)

References (35)
  • 1
    • 36949024463 scopus 로고    scopus 로고
    • Ambiguity without a state space
    • DOI 10.1111/j.1467-937X.2007.00473.x
    • D. S. Ahn 2008 Ambiguity without a state space Review of Economic Studies 75 3 28 10.1111/j.1467-937X.2007.00473.x (Pubitemid 350238595)
    • (2008) Review of Economic Studies , vol.75 , Issue.1 , pp. 3-28
    • Ahn, D.S.1
  • 2
    • 0001157520 scopus 로고
    • A definition of subjective probability
    • 10.1214/aoms/1177704255
    • F. J. Anscombe R. J. Aumann 1963 A definition of subjective probability Annals of Mathematical Statistics 34 199 205 10.1214/aoms/1177704255
    • (1963) Annals of Mathematical Statistics , vol.34 , pp. 199-205
    • Anscombe, F.J.1    Aumann, R.J.2
  • 3
    • 0000805064 scopus 로고
    • Alternative approaches to the theory of choice in risk-taking situations
    • 10.2307/1907465
    • K. J. Arrow 1951 Alternative approaches to the theory of choice in risk-taking situations Econometrica 19 404 437 10.2307/1907465
    • (1951) Econometrica , vol.19 , pp. 404-437
    • Arrow, K.J.1
  • 6
    • 0000561170 scopus 로고
    • Maximal elements of acyclic relations on compact sets
    • 10.1016/0022-0531(75)90009-5
    • T. C. Bergstrom 1975 Maximal elements of acyclic relations on compact sets Journal of Economic Theory 10 403 404 10.1016/0022-0531(75)90009-5
    • (1975) Journal of Economic Theory , vol.10 , pp. 403-404
    • Bergstrom, T.C.1
  • 7
    • 0242681962 scopus 로고    scopus 로고
    • Knightian decision theory: Part i
    • 10.1007/s102030200006
    • T. Bewley 2002 Knightian decision theory: Part I Decisions in Economics and Finance 25 79 110 10.1007/s102030200006
    • (2002) Decisions in Economics and Finance , vol.25 , pp. 79-110
    • Bewley, T.1
  • 9
    • 0000994118 scopus 로고
    • Rational selection of decision functions
    • 10.2307/1907435
    • H. Chernoff 1954 Rational selection of decision functions Econometrica 22 422 443 10.2307/1907435
    • (1954) Econometrica , vol.22 , pp. 422-443
    • Chernoff, H.1
  • 10
    • 0000015962 scopus 로고
    • Rational behavior under complete ignorance
    • 10.2307/1912184
    • M. Cohen J. -Y. Jaffray 1980 Rational behavior under complete ignorance Econometrica 48 1281 1299 10.2307/1912184
    • (1980) Econometrica , vol.48 , pp. 1281-1299
    • Cohen, M.1    Jaffray, J.-Y.2
  • 11
    • 44349123108 scopus 로고    scopus 로고
    • Differentiating ambiguity: An expository note
    • 10.1007/s00199-007-0278-8
    • J. Eichberger S. Grant D. Kelsey G. A. Koshevoy 2008 Differentiating ambiguity: An expository note Economic Theory 36 327 336 10.1007/s00199-007- 0278-8
    • (2008) Economic Theory , vol.36 , pp. 327-336
    • Eichberger, J.1    Grant, S.2    Kelsey, D.3    Koshevoy, G.A.4
  • 12
    • 3042578977 scopus 로고    scopus 로고
    • Decision making with imprecise probabilistic information
    • DOI 10.1016/j.jmateco.2003.06.004, PII S0304406803001393
    • T. Gajdos J.-M. Tallon J.-C. Vergnaud 2004 Decision making with imprecise probabilistic information Journal of Mathematical Economics 40 647 681 10.1016/j.jmateco.2003.06.004 (Pubitemid 38808803)
    • (2004) Journal of Mathematical Economics , vol.40 , Issue.6 , pp. 647-681
    • Gajdos, T.1    Tallon, J.-M.2    Vergnaud, J.-C.3
  • 14
    • 4444277242 scopus 로고    scopus 로고
    • Differentiating ambiguity and ambiguity attitude
    • DOI 10.1016/j.jet.2003.12.004, PII S0022053104000262
    • P. Ghirardato F. Maccheroni M. Marinacci 2004 Differentiating ambiguity and ambiguity attitude Journal of Economic Theory 118 133 173 10.1016/j.jet.2003.12.004 (Pubitemid 39168003)
    • (2004) Journal of Economic Theory , vol.118 , Issue.2 , pp. 133-173
    • Ghirardato, P.1    Maccheroni, F.2    Marinacci, M.3
  • 16
    • 0001266334 scopus 로고
    • Maxmin expected utility with non-unique prior
    • 10.1016/0304-4068(89)90018-9
    • I. Gilboa D. Schmeidler 1989 Maxmin expected utility with non-unique prior Journal of Mathematical Economics 18 141 153 10.1016/0304-4068(89)90018-9
    • (1989) Journal of Mathematical Economics , vol.18 , pp. 141-153
    • Gilboa, I.1    Schmeidler, D.2
  • 17
    • 85012468434 scopus 로고    scopus 로고
    • Revealed preference, belief, and game theory
    • 10.1017/S0266267100000158
    • D. Hausman 2000 Revealed preference, belief, and game theory Economics and Philosophy 16 99 115 10.1017/S0266267100000158
    • (2000) Economics and Philosophy , vol.16 , pp. 99-115
    • Hausman, D.1
  • 18
    • 38849143094 scopus 로고    scopus 로고
    • Regret aversion and opportunity-dependence
    • 10.1016/j.jet.2007.07.001
    • T. Hayashi 2008 Regret aversion and opportunity-dependence Journal of Economic Theory 139 242 268 10.1016/j.jet.2007.07.001
    • (2008) Journal of Economic Theory , vol.139 , pp. 242-268
    • Hayashi, T.1
  • 19
    • 71549115329 scopus 로고    scopus 로고
    • Decision theory in econometrics
    • S.N. Durlauf L.E. Blume (eds). Palgrave Macmillan London
    • Hirano K. (2008) Decision theory in econometrics. In: Durlauf S.N., Blume L.E. (eds) The New Palgrave dictionary of economics. Palgrave Macmillan, London
    • (2008) The New Palgrave Dictionary of Economics
    • Hirano, K.1
  • 20
    • 0041304726 scopus 로고
    • Some specification problems and applications to econometric models
    • L. Hurwicz 1951 Some specification problems and applications to econometric models Econometrica 19 343 344
    • (1951) Econometrica , vol.19 , pp. 343-344
    • Hurwicz, L.1
  • 22
    • 0001382115 scopus 로고    scopus 로고
    • Identification problems and decisions under ambiguity: Empirical analysis of treatment response and normative analysis of treatment choice
    • 10.1016/S0304-4076(99)00045-7
    • C. F. Manski 2000 Identification problems and decisions under ambiguity: Empirical analysis of treatment response and normative analysis of treatment choice Journal of Econometrics 95 415 442 10.1016/S0304-4076(99)00045-7
    • (2000) Journal of Econometrics , vol.95 , pp. 415-442
    • Manski, C.F.1
  • 23
    • 3142775780 scopus 로고    scopus 로고
    • Statistical treatment rules for heterogeneous populations
    • 10.1111/j.1468-0262.2004.00530.x
    • C. F. Manski 2004 Statistical treatment rules for heterogeneous populations Econometrica 72 1221 1246 10.1111/j.1468-0262.2004.00530.x
    • (2004) Econometrica , vol.72 , pp. 1221-1246
    • Manski, C.F.1
  • 25
    • 0002547250 scopus 로고
    • Games against nature
    • R. M. Thrall C. H. Coombs R. L. Davis (eds). Wiley New York
    • Milnor J. (1954) Games against nature. In: Thrall R. M., Coombs C. H., Davis R. L. (eds) Decision processes. Wiley, New York
    • (1954) Decision Processes
    • Milnor, J.1
  • 26
    • 33947669316 scopus 로고    scopus 로고
    • Preferences over sets of lotteries 1
    • DOI 10.1111/j.1467-937X.2007.00431.x
    • W. Olszewski 2007 Preferences over sets of lotteries Review of Economic Studies 74 567 598 10.1111/j.1467-937X.2007.00431.x (Pubitemid 46488108)
    • (2007) Review of Economic Studies , vol.74 , Issue.2 , pp. 567-595
    • Olszewski, W.1
  • 27
    • 59249097376 scopus 로고    scopus 로고
    • Choice under complete uncertainty when outcome spaces are state-dependent
    • 10.1007/s11238-007-9082-y
    • C. Puppe K. H. Schlag 2009 Choice under complete uncertainty when outcome spaces are state-dependent Theory and Decision 66 1 16 10.1007/s11238-007-9082- y
    • (2009) Theory and Decision , vol.66 , pp. 1-16
    • Puppe, C.1    Schlag, K.H.2
  • 31
    • 0000570054 scopus 로고
    • Behaviour and the concept of preference
    • 10.2307/2552796
    • A. K. Sen 1973 Behaviour and the concept of preference Economica 40 241 259 10.2307/2552796
    • (1973) Economica , vol.40 , pp. 241-259
    • Sen, A.K.1
  • 33
    • 78650625954 scopus 로고    scopus 로고
    • Minimax
    • S.N. Durlauf L.E. Blume (eds). Palgrave Macmillan London
    • Stoye J. (2009) Minimax. In: Durlauf S.N., Blume L.E. (eds) The New Palgrave dictionary of economics. Palgrave Macmillan, London
    • (2009) The New Palgrave Dictionary of Economics
    • Stoye, J.1
  • 34
    • 78650618265 scopus 로고    scopus 로고
    • Minimax regret
    • S. N. Durlauf, & L. E. Blume (Eds.) London: Palgrave Macmillan
    • Stoye, J. (2009b). Minimax regret. In S. N. Durlauf, & L. E. Blume (Eds.), The New Palgrave dictionary of economics. London: Palgrave Macmillan.
    • (2009) The New Palgrave Dictionary of Economics
    • Stoye, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.