Improving robust decisions with data
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Cites work
- A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables
- A rule for updating ambiguous beliefs
- Ambiguity and robust statistics
- Ambiguity aversion and model misspecification: an economic perspective
- Approximate models and robust decisions
- Consistent Estimates Based on Partially Consistent Observations
- Econometrics for decision making: building foundations sketched by Haavelmo and Wald
- scientific article; zbMATH DE number 48344 (Why is no real title available?)
- scientific article; zbMATH DE number 777866 (Why is no real title available?)
- scientific article; zbMATH DE number 3061365 (Why is no real title available?)
- Infinite dimensional analysis. A hitchhiker's guide.
- Interval estimation for a binomial proportion. (With comments and a rejoinder).
- Learning from ambiguous and misspecified models
- Learning from ambiguous urns
- Learning Under Ambiguity
- Maxmin expected utility with non-unique prior
- Misspecified learning and evolutionary stability
- Model and Predictive Uncertainty: A Foundation for Smooth Ambiguity Preferences
- On Partial a Priori Information in Statistical Inference
- Persuasion of a privately informed receiver
- Randomization and ambiguity aversion
- Rational Learning Leads to Nash Equilibrium
- Relative maximum likelihood updating of ambiguous beliefs
- Robust confidence regions for incomplete models
- Robust contracting with additive noise
- The incidental parameter problem since 1948
- Updating Ambiguity Averse Preferences
- Updating ambiguous beliefs
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