Minimax and the value of information
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DOI: 10.1007/s11238-014-9442-3
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References listed on IDEAS
- Stoye, Jörg, 2009. "Minimax regret treatment choice with finite samples," Journal of Econometrics, Elsevier, vol. 151(1), pages 70-81, July.
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- Haitian Xie, 2020. "Finite-Sample Average Bid Auction," Papers 2008.10217, arXiv.org, revised Feb 2022.
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Keywords
Minimax regret; Ultrapessimism;Statistics
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