Confidence regions in Wasserstein distributionally robust estimation (Q5081554)

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scientific article; zbMATH DE number 7543325
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Confidence regions in Wasserstein distributionally robust estimation
scientific article; zbMATH DE number 7543325

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    Confidence regions in Wasserstein distributionally robust estimation (English)
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    17 June 2022
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    asymptotic normality
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    confidence region
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    distributionally robust optimization
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    Wasserstein distance
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