Work

Prediction and Stochastic Choice

Year: 2024

Type: article

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.

Source: Asian Journal of Probability and Statistics

DOI: 10.9734/ajpas/2024/v26i9650

Author: Pathikrit Basu

Institution: California Institute of Technology

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: diamond

OpenAlex ID: W4402078660

FWCI:

Cites: 62

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Related to: 10