Confidence regions in Wasserstein distributionally robust estimation

DOI10.1093/biomet/asab026OpenAlexW3153436952MaRDI QIDQ5081554

Karthyek R. A. Murthy, Nian Si, Jose H. Blanchet

Publication date: 17 June 2022

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.01614

zbMATH Keywords

asymptotic normalityconfidence regionWasserstein distancedistributionally robust optimization

Mathematics Subject Classification ID

Statistics (62-XX)

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