Ambiguity and robust statistics

A-Tier
Journal: Journal of Economic Theory
Year: 2013
Volume: 148
Issue: 3
Pages: 974-1049

Authors (4)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Starting with the seminal paper of Gilboa and Schmeidler (1989) [32] an analogy between the maxmin approach of decision theory under ambiguity and the minimax approach of robust statistics – e.g., Blum and Rosenblatt (1967) [10] – has been hinted at. The present paper formally clarifies this relation by showing the conditions under which the two approaches are actually equivalent.

Technical Details

RePEc Handle
repec:eee:jetheo:v:148:y:2013:i:3:p:974-1049
Journal Field
Theory
Author Count
4
Added to Database
2026-01-25