Technical Note—The Joint Impact of<i>F</i>-Divergences and Reference Models on the Contents of Uncertainty Sets (Q5126612)
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scientific article; zbMATH DE number 7262437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Technical Note—The Joint Impact of<i>F</i>-Divergences and Reference Models on the Contents of Uncertainty Sets |
scientific article; zbMATH DE number 7262437 |
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Technical Note—The Joint Impact of<i>F</i>-Divergences and Reference Models on the Contents of Uncertainty Sets (English)
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20 October 2020
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\(F\)-divergence
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heavy tails
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Kullback-Leibler divergence
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model risk
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robustness
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