Robust Maximum Likelihood Estimation
From MaRDI portal
Publication:5139606
DOI10.1287/ijoc.2018.0834OpenAlexW2940930565WikidataQ120697897 ScholiaQ120697897MaRDI QIDQ5139606
Omid Nohadani, Dimitris J. Bertsimas
Publication date: 9 December 2020
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/c2c8f7bf36b7a6baae983206fca32564aa06aea6
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust optimization with simulated annealing
- Parametric statistical theory: with the assistance of R. Hamböker
- A semidefinite framework for trust region subproblems with applications to large scale minimization
- Nonconvex Robust Optimization for Problems with Constraints
- Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
- Robust Optimization for Unconstrained Simulation-Based Problems
- Theory and Applications of Robust Optimization
- Measurement Error
- The Influence Curve and Its Role in Robust Estimation
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Robust Estimation of a Location Parameter
- The Theory of Max-Min, with Applications
- Robust Estimates of Location: Symmetry and Asymmetric Contamination
- Are There Two Regressions?
- Robust maximum likelihood estimation in the linear model