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subject:"Maximum-Likelihood-Schätzung"
subject:"Monte Carlo simulation"
~isPartOf:"Operations research"
~person:"Viet Anh Nguyen"
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Viet Anh Nguyen
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Distributionally robust inverse covariance estimation : the Wasserstein shrinkage estimator
Viet Anh Nguyen
;
Kuhn, Daniel
;
Mohajerin Esfahani, Peyman
- In:
Operations research
70
(
2022
)
1
,
pp. 490-515
Persistent link: https://www.econbiz.de/10012820667
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