Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Henry Lam, Xinyu Zhang, Xuhui Zhang
| Year of publication: |
2023
|
|---|---|
| Authors: | Lam, Henry ; Zhang, Xinyu ; Zhang, Xuhui |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 71.2023, 6, p. 2352-2373
|
| Subject: | bias-variance tradeoff | finite difference | minimax analysis | robust optimization | Simulation | stochastic estimation | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.2319 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014445044