Universal confidence sets for solutions of stochastic optimization problems -- a contribution to quantification of uncertainty

DOI10.1007/978-3-030-28665-1_15MaRDI QIDQ2179560zbMATH OpenOpenAlexFDO

Authors Silvia Vogel

Publication date 13 May 2020

Full work available at URL https://doi.org/10.1007/978-3-030-28665-1_15

zbMATH Keywords

black box functionconfidence sets for optimal decisionskernel regression functionquantification of uncertainty

Mathematics Subject Classification ID

Compound decision problems in statistical decision theory (62C25) Nonparametric tolerance and confidence regions (62G15) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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• scientific article; zbMATH DE number 1944091 (Why is no real title available?)

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