Convex and nonconvex risk-based linear regression at scale
Can Wu, Ying Cui, Donghui Li, Defeng Sun
| Year of publication: |
2023
|
|---|---|
| Authors: | Wu, Can ; Cui, Ying ; Li, Donghui ; Sun, Defeng |
| 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. 35.2023, 4, p. 797-816
|
| Subject: | (conditional) value-at-risk | augmented Lagrangian | nonconvexity | risk measures | semismooth Newton | sparsity | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Risiko | Risk | Mathematische Optimierung | Mathematical programming | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2023.1282 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014328088