A shrinkage approach to improve direct bootstrap resampling under input uncertainty
| Year of publication: |
2024
|
|---|---|
| Authors: | Song, Eunhye ; Lam, Henry ; Barton, Russell R. |
| Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 36.2024, 4, p. 1023-1039
|
| Subject: | bootstrap resampling | input uncertainty | nonparametric | shrinkage | simulation | Bootstrap-Verfahren | Bootstrap approach | Simulation | Nichtparametrisches Verfahren | Nonparametric statistics | Risiko | Risk | Resampling | Resampling method | Schätztheorie | Estimation theory |
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