Article ID Journal Published Year Pages File Type
5061709 Economics Letters 2008 4 Pages PDF
Abstract

This note applies large deviation-based optimality theory to evaluate treatment rules for treatment assignment problems. We find nearly optimal treatment rules whose asymptotic maximum large deviation risks can be arbitrary close to the corresponding minimax bounds.

Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Large deviation asymptotics for statistical treatment rules
Authors
,