Statistical estimation from an optimization viewpoint

DOI10.1023/A:1018934214007MaRDI QIDQ1289297zbMATH OpenOpenAlexFDO

Authors Roger J.-B. Wets

Publication date 27 May 1999

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1018934214007

zbMATH Keywords

consistencyconstrained maximum likelihood estimationsampling theorystatistical estimationepi-convergence

Mathematics Subject Classification ID

Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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• Fundamental Solutions of the Linear Elastostatics Equations of the Isotropic and Homogeneous Bodies with Microstructure Having a Symmetric Stress Tensor
• Competitive Statistical Estimation With Strategic Data Sources
• On impact of statistical estimates on precision of stochastic optimization
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• Optimizing information using the EM algorithm in item response theory
• Optimum statistical estimates in conditions of ambiguity
• Some notes on concordance between optimization and statistics
• Optimal estimation under nonstandard conditions

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