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  • Search: subject:"Set-Valued Random Variables"
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Year of publication
Subject
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Confidence Collections 3 Partial Identification 3 Set-Valued Random Variables 3 Partial identification 1 Statistischer Test 1 Theorie 1 confidence collections 1 set valued random variables 1
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Online availability
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Free 4
Type of publication
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Book / Working Paper 3 Article 1
Type of publication (narrower categories)
All
Working Paper 1
Language
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English 3 Undetermined 1
Author
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Beresteanu, Arie 4 Molinari, Francesca 4
Institution
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Centre for Microdata Methods and Practice (CEMMAP) 1 Duke University, Department of Economics 1
Published in...
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CeMMAP working papers 1 Working Papers / Duke University, Department of Economics 1 cemmap working paper 1
Source
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RePEc 2 BASE 1 EconStor 1
Showing 1 - 4 of 4
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Asymptotic properties for a class of partially identified models
Beresteanu, Arie; Molinari, Francesca - 2006
We propose inference procedures for partially identified population features for which the population identification region can be written as a transformation of the Aumann expectation of a properly defined set valued random variable (SVRV). An SVRV is a mapping that associates a set (rather...
Persistent link: https://www.econbiz.de/10010333083
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Asymptotic properties for a class of partially identified models
Beresteanu, Arie; Molinari, Francesca - Centre for Microdata Methods and Practice (CEMMAP) - 2006
, Set-Valued Random Variables. ∗ We are grateful to Larry Blume for introducing us to the theory of Set Valued Random … valued parameters by lower case Greek letters and vector valued parameters by boldface lower case Greek letters. Set Valued … Random Variables, Basic Operations, Norm of a Set and Distance between Sets Let (Ω,A) be a measurable space and let K ¡ < d …
Persistent link: https://www.econbiz.de/10005811428
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Asymptotic Properties for a Class of Partially Identified Models
Beresteanu, Arie; Molinari, Francesca - Duke University, Department of Economics - 2006
parameters or 1 We are grateful to Larry Blume for introducing us to the theory of set valued random variables and for many …(p)| be the C(S d−1 ) norm. We de- note (g) + ≡ max(0commaorig)and (g) − ≡ max(0commaori−g). Set Valued Random Variables …
Persistent link: https://www.econbiz.de/10005787364
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Cover Image
Asymptotic Properties for a Class of Partially Identified Models
Beresteanu, Arie; Molinari, Francesca - 2008
We propose inference procedures for partially identified population features for which the population identification region can be written as a transformation of the Aumann expectation of a properly defined set valued random variable (SVRV). An SVRV is a mapping that associates a set (rather...
Persistent link: https://www.econbiz.de/10009475491
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