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.

May 14, 2004 — May 17, 2004
ICCSA 2004, International Conference in Computational Science and its Applications
Assisi, Italy
Raffaello Seri
Raffaello Seri
Professor of Econometrics

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