five

Inference on Winners

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NBER2019-01-01 更新2025-01-04 收录
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https://www.nber.org/papers/w25456
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Many empirical questions concern target parameters selected through optimization. For example, researchers may be interested in the effectiveness of the best policy found in a randomized trial, or the best-performing investment strategy based on historical data. Such settings give rise to a winners
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2019-01-01
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