Confidence band for expectation dependence with applications (Q320286)
From MaRDI portal
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)
0 references
6 October 2016
0 references
confidence band estimation
0 references
demand for a risky asset
0 references
expectation dependence
0 references
first-order risk aversion
0 references
Hoeffding's inequality
0 references
0 references