Browsing Department of Economics (ECO) by Subject "C44"

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Browsing Department of Economics (ECO) by Subject "C44"

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    Title: Distribution-Free Learning  Author(s): SCHLAG, Karl H. Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We select among rules for learning which of two actions in a stationary decision problem achieves a higher expected payoffs when payoffs realized by both actions are known in previous instances. Only a bounded set containing ...
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    Title: How to Attain Minimax Risk with Applications to Distribution-Free Nonparametric Estimation and Testing  Author(s): SCHLAG, Karl H. Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We show how to a derive exact distribution-free nonparametric results for minimax risk when underlying random variables have known finite bounds and means are the only parameters of interest. Transform the data with a ...