Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Year of publication: |
2023
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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
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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 |
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