Managing social risks – tradeoffs between risks and inequalities
نویسندگان
چکیده
منابع مشابه
Tradeoffs Between Global And Local Risks In Nonparametric Function Estimation
We investigate the possibility of finding multi-purpose nonparametric function estimators that are minimax rate optimal for estimating the entire function and are also minimax rate optimal for point estimation. We show that it is impossible to attain the global optimal rate of convergence as well as the local optimal rate at every point. An inequality concerning estimation in a two parameter st...
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ژورنال
عنوان ژورنال: Journal of Risk and Uncertainty
سال: 2015
ISSN: 0895-5646,1573-0476
DOI: 10.1007/s11166-015-9224-5