Statistical Inference of Optimal Allocations I: Regularities and their Implications

arXiv:2403.18248v1 Announce Type: cross
Abstract: In this paper, we develp a functional differentiability approach for solving statistical optimal allocation problems. We first derive Hadamard differentiability of the value function through a detailed analysis of the general properties of the sorting operator. Central to our framework are the concept of Hausdorff measure and the area and coarea integration formulas from geometric measure theory. Building on our Hadamard differentiability results, we demonstrate how the functional delta method can be used to directly …

abstract analysis arxiv concept econ.em framework function functional general inference paper sorting statistical stat.ml through type value