Box-constrained monotone approximations to Lipschitz regularizations, with applications to robust testing

DOI10.1007/s10957-020-01743-5zbMath1466.62324arXiv1903.08573OpenAlexW2985190846MaRDI QIDQ831360

Hristo Inouzhe, Eustasio del Barrio, Carlos Matrán

Publication date: 11 May 2021

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.08573

zbMATH Keywords

robustnessKolmogorov distancedistribution functiondirectional differentiabilityLipschitz regularizationcontamination neighbourhoodsLipschitz-continuous approximationsPasch-Hausdorff envelopestrimmed probabilities

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Lipschitz (Hölder) classes (26A16) Approximation with constraints (41A29) Existence of optimal solutions to problems involving randomness (49J55)

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