Ambiguity and robust statistics (Q2447056)

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Ambiguity and robust statistics
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    title
    Ambiguity and robust statistics (English)
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    author
    Fabio Maccheroni
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    Massimo Marinacci
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    Luigi Montrucchio
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    Simone Cerreia-Vioglio
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    publication date
    23 April 2014
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    zbMATH DE Number
    6287736
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    zbMATH Keywords
    ambiguity
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    consistency
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    minimax estimation
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    robust statistics
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    uncertainty aversion
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    variational preferences
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