A NOTE ON MINIMAX REGRET RULES WITH MULTIPLE TREATMENTS IN FINITE SAMPLES
有限样本多处理决策的极小极大遗憾规则札记
We study minimax regret treatment rules under matched treatment assignment in a setup where a policymaker, informed by a sample of size N , needs to decide between T different treatments for a T ≥ 2 $T\geq 2$ upper T greater than or equals 2 . Randomized rules are allowed for. We show that the generalization of the minimax regret rule derived in Schlag (2006, ELEVEN—Tests needed for a recommendation , EUI working paper) and Stoye (2009, Journal of Econometrics 151, 70–81)…