Article ID: | iaor19951901 |
Country: | Slovakia |
Volume: | 1 |
Issue: | 1 |
Start Page Number: | 21 |
End Page Number: | 30 |
Publication Date: | Jan 1992 |
Journal: | Czechoslovak Journal for Operations Research |
Authors: | Pflug Georg Ch. |
For closed-set valued random processes the paper introduces a stochastic order relation (dominance) and shows that the argmins of a sequence of random processes, which are epi-convergent in distribution, satisfy this order relation in an asymptotic sense. The result may be used for the construction of confidence regions for the argmin.