Asymptotic minimaxity of the ratio strategy

DOI10.1093/BIOMET/77.2.389zbMATH Open0722.62009OpenAlexW2044969280MaRDI QIDQ3209993FDOQ3209993

Authors: Horst Stenger 

Publication date: 1990

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/77.2.389

Recommendations

• BOUNDED STRATEGIES FOR MAXIMIZING THE SHARPE RATIO
• Optimal strategies under omega ratio
• Asymptotics of the probability minimizing a ``down-side risk
• A study of \(K\)-th order approximation of some ratio type strategies
• Asymptotic convergence rates for averaging strategies
• Asymptotics of the probability of minimizing ``down-side risk under partial information
• Asymptotics of minimax stochastic programs
• Asymptotic minimization of expected time to reach a large wealth level in an asset market game

zbMATH Keywords

mean square errorsimple random samplingrisk functionpopulation meanasymptotic minimaxity of the ratio strategysampling strategies of fixed sample size

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05)

Cited In (4)

• Bounded risk estimation of a finite population mean optimal strategies
• Asymptotic minimization of expected time to reach a large wealth level in an asset market game
• Minimax strategies in survey sampling
• Asymptotic analysis of minimax strategies in survey sampling

This page was built for publication: Asymptotic minimaxity of the ratio strategy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3209993)