Confidence band for expectation dependence with applications (Q320286)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence band for expectation dependence with applications |
scientific article |
Statements
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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