Set Coverage and Robust Policy

Marc Henry and Alexei Onatski ()

CIRANO Working Papers from CIRANO

Abstract: We show that confidence regions covering the identified set may be preferable to confidence regions covering each of its points in robust control applications.

Keywords: partial identification; set coverage; maxmin expected utility; robust control (search for similar items in EconPapers)
Date: 2011-10-01
New Economics Papers: this item is included in nep-cis and nep-tur
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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https://cirano.qc.ca/files/publications/2011s-61.pdf

Related works:
Working Paper: Set coverage and robust policy (2021)
Journal Article: Set coverage and robust policy (2012)
Working Paper: Set Coverage and Robust Policy (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:cir:cirwor:2011s-61

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