Confidence Sets for the Aumann Mean of a Random Closed Set


The objective of this paper is to develop a set of reliable methods to build confidence sets for the Aumann mean of a random closed set estimated through the Minkowski empirical mean. In order to do so, we introduce a procedure to build a confidence set based on Weil’s result for the Hausdorff distance between the empirical and the Aumann means; then, we introduce a new procedure based on the support function.

Jul 3, 2000 — Jul 7, 2000
8th International Conference IPMU (Information Processing and Management of Uncertainty in Knowledge-Based Systems)
Madrid, Spain
Raffaello Seri
Raffaello Seri
Professor of Econometrics

My research interests include statistics, numerical analysis, operations research, psychology, economics and management.