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Confidence Regions in Wasserstein Distributionally Robust Estimation - MaRDI portal

Confidence Regions in Wasserstein Distributionally Robust Estimation (Q6319972)

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scientific article; zbMATH DE number 7543325
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English
Confidence Regions in Wasserstein Distributionally Robust Estimation
scientific article; zbMATH DE number 7543325

    Statements

    publication date
    4 June 2019
    0 references
    arXiv classification
    math.ST
    0 references
    math.OC
    0 references
    stat.ML
    0 references
    stat.TH
    0 references
    author
    Jose H. Blanchet
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    Karthyek R. A. Murthy
    0 references
    Nian Si
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    Identifiers

    arXiv ID
    1906.01614
    0 references
    zbMATH DE Number
    7543325
    0 references
     
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