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has been cited by the following article:
TITLE: Statistically Sufficient Aggregation of Performance Measures under a Normal Distribution
AUTHORS: Junwook Yoo
KEYWORDS: Aggregation, Performance Measures, Multiple Tasks, Sufficiency
JOURNAL NAME: Theoretical Economics Letters, Vol.9 No.7, September 17, 2019
ABSTRACT: This study analyzes the minimum dimension of statistically sufficient aggregation when performance measures are joint-normally distributed. Statistically sufficient aggregates incur no loss of information during the aggregation process and provide robustness to performance evaluation systems. This study shows that there is no one-dimensional statistically sufficient aggregate in a multi-task setting.