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Browsing ECO Working Papers by Author "SCHLAG, Karl H."
Now showing items 1-7 of 7
Title:Distribution-Free Learning
Author(s):SCHLAG, Karl H.Date:2007Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract: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 ...
Title:How to Attain Minimax Risk with Applications to Distribution-Free Nonparametric Estimation and Testing
Author(s):SCHLAG, Karl H.Date:2007Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract: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 ...
Title:Decision Makers Facing Uncertainty: Theory versus Evidence
Author(s):GIORDANI, Paolo; SCHLAG, Karl H.; ZWART, SanneDate:2007Type of Publication:Working PaperSeries/Report no.:EUI MWPAbstract:We consider three competing normative theories of how to make choices when facing
uncertainty: subjective expected utility, maximin utility and minimax regret. In simple
decision problems, we compare how decision makers ...
Title:Designing Non-Parametric Estimates and Tests for Means
Author(s):SCHLAG, Karl H.Date:2006Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract:We show how to derive nonparametric estimates from results for Bernoulli distributions, provided the means are the only parameters of interest. The only information
is that the support of each random variable is contained ...
