Search Results - subject:"Sub-Gaussian distribution"

The multi-armed bandit problem under the mean-variance setting

Hu, Hongda; Charpentier, Arthur; Ghossoub, Mario; … - In: European journal of operational research : EJOR 324 (2025) 1, pp. 168-182

Persistent link: https://www.econbiz.de/10015433020

Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities

Horowitz, Joel; Lee, Sokbae - 2021

This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation under shape restrictions, estimation of models of...

Persistent link: https://www.econbiz.de/10012667933

Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities

Horowitz, Joel; Lee, Sokbae - 2021

Persistent link: https://www.econbiz.de/10012595666

Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities

Horowitz, Joel; Lee, Sokbae - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 927-938

Persistent link: https://www.econbiz.de/10014448462

Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data

Chen, Xin; Yang, Dan; Yan, Xu; Xia, Yin; Wang, Dong; … - In: Journal of econometrics 232 (2023) 2, pp. 544-564

Persistent link: https://www.econbiz.de/10014340639