Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization (Q5129181): Difference between revisions

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Latest revision as of 21:56, 23 July 2024

scientific article; zbMATH DE number 7265997
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English
Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization
scientific article; zbMATH DE number 7265997

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    Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization (English)
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    26 October 2020
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    distributionally robust optimization
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    empirical likelihood
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    empirical process
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    \(\chi^2\)-process
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    central limit theorem
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