A variational approach to a cumulative distribution function estimation problem under stochastic ambiguity

DOI10.1007/S11228-024-00732-4MaRDI QIDQ6630738zbMATH OpenFDO

Authors Julio Deride, Fernanda Urrea, Johannes O. Royset

Publication date 31 October 2024

Published in Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11228-024-00732-4

zbMATH Keywords

cumulative distribution functionsepi-convergenceepi-splineshypo-distanceupper semicontinuous functionsvariational analysis

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Nonparametric estimation (62G05) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15)

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• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 765034 (Why is no real title available?)
• Kantorovich-Rubinstein distance minimization: application to location problems
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• Variational analysis of constrained M-estimators
• Variational theory for optimization under stochastic ambiguity
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