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Search: subject:"Moment constraints"
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School of Economics and Political Science, Universität St. Gallen
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On the heavy-tail behavior of the distributionally robust newsvendor
Das, Bikramjit
;
Dhara, Anulekha
;
Natarajan, Karthik
- In:
Operations research
69
(
2021
)
4
,
pp. 1077-1099
Persistent link: https://www.econbiz.de/10012625130
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2
Time (in)consistency of multistage distributionally robust inventory models with
moment
constraints
Xin, Linwei
;
Goldberg, David A.
- In:
European journal of operational research : EJOR
289
(
2021
)
3
,
pp. 1127-1141
Persistent link: https://www.econbiz.de/10012433672
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3
Technical note: time inconsistency of optimal policies of distributionally robust inventory models
Shapiro, Alexander
;
Xin, Linwei
- In:
Operations research
68
(
2020
)
5
,
pp. 1576-1584
Persistent link: https://www.econbiz.de/10012301576
Saved in:
4
Higher
moment
constraints
for predictive density combination
Pauwels, Laurent
;
Radchenko, Peter
;
Vasnev, Andrey L.
-
2020
Persistent link: https://www.econbiz.de/10012225206
Saved in:
5
Testing instrument validity for LATE identification based on inequality
moment
constraints
Huber, Martin
;
Mellace, Giovanni
-
School of Economics and Political Science, Universität …
-
2011
inequality
moment
constraints
for IV validity. Furthermore, we show that a similar logic applies to testing the assumptions …
Persistent link: https://www.econbiz.de/10009359813
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