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Admissibility of Solution Estimators for Stochastic Optimization - MaRDI portal

Admissibility of Solution Estimators for Stochastic Optimization (Q4999345)

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scientific article; zbMATH DE number 7368779
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Admissibility of Solution Estimators for Stochastic Optimization
scientific article; zbMATH DE number 7368779

    Statements

    title
    Admissibility of Solution Estimators for Stochastic Optimization (English)
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    publication date
    6 July 2021
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    zbMATH Keywords
    stochastic optimization
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    admissibility
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    statistical decision theory
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    Stein's paradox
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    cites work
    Q5175664
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    Shrinkage estimation
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    Matrix Analysis
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    Q3185327
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    Q3792051
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    Q4219536
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    Q3237829
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    Asymptotic Statistics
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    Identifiers

    DOI
    10.1137/19M1291546
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    zbMATH DE Number
    7368779
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    arXiv ID
    1901.06976
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    OpenAlex ID
    W3119128364
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