Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
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 | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Stichprobenerhebung | Sampling | Wahrscheinlichkeitsrechnung | Probability theory | Mathematische Optimierung | Mathematical programming |
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