Some Measurability Results for Extrema of Random Functions Over Random Sets

DOI10.2307/2297861MaRDI QIDQ4008554zbMATH OpenOpenAlexFDO

Authors Maxwell B. Stinchcombe, Halbert White

Publication date 27 September 1992

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2297861

zbMATH Keywords

economically or econometrically relevant applicationsextremum of a random function over a random settheory of analytic sets

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05)

Recommendations

• scientific article; zbMATH DE number 19664
• Random optimization on random sets
• Measurable Selection Theorems for Minimax Stochastic Optimization Problems
• scientific article; zbMATH DE number 3956144
• scientific article; zbMATH DE number 4111716

Cited in

(22)

• Testing a model of the UK by the method of indirect inference
• Maximal strategy sets for continuous-time game theory
• A further note on Bayesian information topologies
• Bounds for mixed strategy equilibria and the spatial model of elections
• A minimal contrast estimator for the linear fractional stable motion
• Uniform convergence in extended probability of sub-gradients of convex functions
• A two-stage procedure for partially identified models
• Testing for normality in linear regression models using regression and scale equivariant estimators
• Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
• Objective and subjective foundations for multiple priors
• Existence theorems for measures on continous posets, with applications to random set theory.
• scientific article; zbMATH DE number 1561016 (Why is no real title available?)
• scientific article; zbMATH DE number 850745 (Why is no real title available?)
• On the existence of semimartingales with continuous characteristics
• Instrumental variable methods for recovering continuous linear functionals
• Bohl–Perron theorem for random dynamical systems
• \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
• Bayesian equilibrium: from local to global
• Bayesian games with nested information
• Independence of existence of measurable equilibrium selections
• On Lp-version of tempered Bohl–Perron theorem for infinite-dimensional random differential equations
• On the oscillation of the expected number of extreme points of a random set

This page was built for publication: Some Measurability Results for Extrema of Random Functions Over Random Sets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4008554)