scientific article; zbMATH DE number 4213739
From MaRDI portal
Publication:3360664
Recommendations
- Publication:3479815
- scientific article; zbMATH DE number 64798
- Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
- scientific article; zbMATH DE number 1559104
- Asymptotic Behavior of Optimal Solutions in Stochastic Programming
- Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
- scientific article; zbMATH DE number 3308845
- Asymptotic properties of statistical estimators in stochastic programming
- Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples
Cites work
- A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
- Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
- Asymptotic properties of statistical estimators in stochastic programming
- scientific article; zbMATH DE number 4149898 (Why is no real title available?)
- scientific article; zbMATH DE number 3916041 (Why is no real title available?)
- scientific article; zbMATH DE number 193111 (Why is no real title available?)
- scientific article; zbMATH DE number 194287 (Why is no real title available?)
- scientific article; zbMATH DE number 3390139 (Why is no real title available?)
- Inequality Constrained Least-Squares Estimation
- Inequality Restrictions in Regression Analysis
- Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
- Local epi-continuity and local optimization
- Local structure of feasible sets in nonlinear programming, Part III: Stability and sensitivity
- Maximum Likelihood Estimation of Misspecified Models
- On the Distribution of the Likelihood Ratio
- Optimization and nonsmooth analysis
- Robust Statistics
- Sensitivity Analysis for Nonlinear Programs and Variational Inequalities with Nonunique Multipliers
- Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections
- Solution point differentiability without strict complementarity in nonlinear programming
- Stability and sensitivity-analysis for stochastic programming
- Stability in stochastic programming with recourse. Contaminated distributions
- Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
- Towards a Unified Theory of Inequality Constrained Testing in Multivariate Analysis
Cited in
(14)- Asymptotic analysis of stochastic programs
- Asymptotic properties of statistical estimators in stochastic programming
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Linear regression estimators for multinormal distributions in optimization of stochastic programming problems
- Special issue: topics in stochastic programming
- Proximal statistic: asymptotic normality
- Simulation-Based Optimality Tests for Stochastic Programs
- scientific article; zbMATH DE number 433032 (Why is no real title available?)
- scientific article; zbMATH DE number 4149898 (Why is no real title available?)
- scientific article; zbMATH DE number 513090 (Why is no real title available?)
- Asymptotic Behavior of Optimal Solutions in Stochastic Programming
- scientific article; zbMATH DE number 1159808 (Why is no real title available?)
- Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
- Qualitative stability of stochastic programs with applications in asymptotic statistics
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3360664)
