Confidence band for expectation dependence with applications (Q320286): Difference between revisions
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Property / author: Xu Guo / rank | |||
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / Mathematics Subject Classification ID: 62H05 / rank | |||
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Property / Mathematics Subject Classification ID: 62G15 / rank | |||
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Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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Property / zbMATH DE Number: 6633924 / rank | |||
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confidence band estimation | |||
Property / zbMATH Keywords: confidence band estimation / rank | |||
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demand for a risky asset | |||
Property / zbMATH Keywords: demand for a risky asset / rank | |||
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expectation dependence | |||
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first-order risk aversion | |||
Property / zbMATH Keywords: first-order risk aversion / rank | |||
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Hoeffding's inequality | |||
Property / zbMATH Keywords: Hoeffding's inequality / rank | |||
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Revision as of 02:49, 28 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Confidence band for expectation dependence with applications |
scientific article |
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Confidence band for expectation dependence with applications (English)
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6 October 2016
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confidence band estimation
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demand for a risky asset
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expectation dependence
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first-order risk aversion
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Hoeffding's inequality
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