Experimentation with heteroskedastic noise

DOI10.1007/BF01221204zbMath0813.90022OpenAlexW2021715176MaRDI QIDQ1341489

Anthony Creane

Publication date: 5 January 1995

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01221204

zbMATH Keywords

incomplete informationactive learningexperimentationheteroskedasticityexistence of uncertainty

Mathematics Subject Classification ID

Decision theory (91B06) Economics of information (91B44)

Related Items (6)

On learning and growth ⋮ Insider trading with product differentiation ⋮ Two-period model of insider trading with correlated signals ⋮ Optimal growth and uncertainty: Learning ⋮ Strong consistency of Bayes estimates in nonlinear stochastic regression models ⋮ Another look at the Radner--Stiglitz nonconcavity in the value of information.

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• Monopoly Experimentation
• The Multi-Period Control Problem Under Uncertainty
• Optimal Learning by Experimentation
• Equivalent Comparisons of Experiments

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