Bridging Bayesian and minimax mean square error estimation via Wasserstein distributionally robust optimization
Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Daniel Kuhn, Peyman Mohajerin Esfahani
| Year of publication: |
2023
|
|---|---|
| Authors: | Viet Anh Nguyen ; Shafieezadeh-Abadeh, Soroosh ; Kuhn, Daniel ; Mohajerin Esfahani, Peyman |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 48.2023, 1, p. 1-37
|
| Subject: | affine estimator | distributionally robust optimization | minimum mean square error estimation | Wasserstein distance | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2021.1176 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014312313