Large deviation asymptotics for statistical treatment rules

This note applies large deviation-based optimality theory to evaluate treatment rules for treatment assignment problems. We find nearly optimal treatment rules whose asymptotic maximum large deviation risks can be arbitrary close to the corresponding minimax bounds.

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Year of publication:	2008
Authors:	Otsu, Taisuke
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 101.2008, 1, p. 53-56
Publisher:	Elsevier
Subject:	Treatment rule Large deviation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005275648