Large deviation asymptotics for statistical treatment rules

Taisuke Otsu

Economics Letters, 2008, vol. 101, issue 1, 53-56

Abstract: This note applies large deviation-based optimality theory to evaluate treatment rules for treatment assignment problems. We find nearly optimal treatment rules whose asymptotic maximum large deviation risks can be arbitrary close to the corresponding minimax bounds.

Keywords: Treatment; rule; Large; deviation (search for similar items in EconPapers)
Date: 2008
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