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A Remark on Empirical Estimates via Economic Problems

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F09%3A00329682" target="_blank" >RIV/67985556:_____/09:00329682 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    A Remark on Empirical Estimates via Economic Problems

  • Original language description

    Optimization problems depending on a probability measure correspond to many economic applications. Since the ``underlying" measure is usually unknown the decision is mostly determined on the data basis, it means on statistical (mostly empirical) estimates of the probability measure. Properties of the optimal value (and solution) estimates have been investigated many times. There were introduced assumptions under which the asymptotic distribution is normal and the convergence rate is at least exponential. We generalize the assertions concerning rate convergence. Especially we shall consider distribiotions with the Pareto tails. The introduced assertions are focus on optimal value estimates.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    Z - Vyzkumny zamer (s odkazem do CEZ)

Others

  • Publication year

    2009

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of 27th International Conference Mathematical Methods in Economics 2009

  • ISBN

    978-80-213-1963-9

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

  • Publisher name

    Czech University of Life Sciences Prague

  • Place of publication

    Prague

  • Event location

    Kostelec nad Černými lesy

  • Event date

    Sep 9, 2009

  • Type of event by nationality

    CST - Celostátní akce

  • UT code for WoS article