Using Experts’ Noisy Quantile Judgments to Quantify Risks: Theory and Application to Agribusiness
From MaRDI portal
Publication:4598630
DOI10.1287/opre.2017.1627zbMath1416.62651MaRDI QIDQ4598630
Genaro J. Gutiérrez, John R. Keiser, Saurabh Bansal
Publication date: 15 December 2017
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2017.1627
62P20: Applications of statistics to economics
62F40: Bootstrap, jackknife and other resampling methods
62E17: Approximations to statistical distributions (nonasymptotic)
91B74: Economic models of real-world systems (e.g., electricity markets, etc.)
Related Items
Quantile Judgments of Lognormal Losses: An Experimental Investigation, Reducing and Calibrating for Input Model Bias in Computer Simulation, Impact of Compound and Reduced Specification on Valuation of Projects with Multiple Risks, Estimating Uncertainties Using Judgmental Forecasts with Expert Heterogeneity, Planning for End-User Substitution in Agribusiness