Prediction and Stochastic Choice

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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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
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

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