From estimation to optimization via shrinkage
Danial Davarnia, Gérard Cornuéjols
| Year of publication: |
November 2017
|
|---|---|
| Authors: | Davarnia, Danial ; Cornuéjols, Gérard |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 45.2017, 6, p. 642-646
|
| Subject: | Stochastic optimization | Parameter estimation | Maximum likelihood estimator | Admissible estimator | Shrinkage estimator | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stochastischer Prozess | Stochastic process | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2017.10.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011783068