Worst-case estimation for econometric models with unobservable components.

Mercedes Esteban-Bravo Jose M. Vidal-Sanz

Published in: Comput. Stat. Data Anal. (2007)

Keyphrases

worst case
parameter estimation
probabilistic model
upper bound
complex systems
statistical models
bayesian framework
mathematical models
lower bound
linear regression
estimation algorithm
estimation accuracy
failure modes