Data-driven nonlinear expectations for statistical uncertainty in decisions

DOI10.1214/17-EJS1278zbMath1362.62063arXiv1609.06545MaRDI QIDQ527101

Samuel N. Cohen

Publication date: 16 May 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.06545

zbMATH Keywords

robustnessnonlinear expectationstatistical uncertainty

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Statistical methods; risk measures (91G70) Management decision making, including multiple objectives (90B50) Fuzzy analysis in statistics (62A86) Parametric inference and fuzziness (62F86)

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