Basu, Pathikrit (2024) Prediction and Stochastic Choice. Asian Journal of Probability and Statistics, 26 (9). pp. 123-150. ISSN 2582-0230
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Basu2692024AJPAS121667.pdf - Published Version
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Basu2692024AJPAS121667.pdf - Published Version
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Official URL: https://doi.org/10.9734/ajpas/2024/v26i9650
Abstract
In this paper, we study a non-parametric approach to prediction in stochastic choice models in economics. We show that VC complexity characterises the predictability of stochastic choice models. We establish prediction methods and provide corresponding rates of convergence.
Item Type: | Article |
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Subjects: | Scholar Eprints > Mathematical Science |
Depositing User: | Managing Editor |
Date Deposited: | 04 Sep 2024 07:00 |
Last Modified: | 04 Sep 2024 07:00 |
URI: | http://repository.stmscientificarchives.com/id/eprint/2389 |