Prediction and Stochastic Choice
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.
Authors
- Pathikrit Basu
Institutions
- California Institute of Technology (US)
Publication Details
- Journal
- Asian Journal of Probability and Statistics
- Published
- 2024-08-31
- DOI
- https://doi.org/10.9734/ajpas/2024/v26i9650
- Primary Topic
- Forecasting Techniques and Applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00