Set Coverage and Robust Policy
We show that confidence regions covering the identified set may be preferable to confidence regions covering each of its points in robust control applications.
|Date of creation:||01 Oct 2011|
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- Guido W. Imbens & Charles F. Manski, 2004. "Confidence Intervals for Partially Identified Parameters," Econometrica, Econometric Society, vol. 72(6), pages 1845-1857, November.
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