Parameter estimation with expected and residual-at-risk criteria (Q999831)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parameter estimation with expected and residual-at-risk criteria |
scientific article; zbMATH DE number 5505646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation with expected and residual-at-risk criteria |
scientific article; zbMATH DE number 5505646 |
Statements
Parameter estimation with expected and residual-at-risk criteria (English)
0 references
10 February 2009
0 references
uncertain least-squares
0 references
random uncertainty
0 references
robust convex optimization
0 references
value at risk
0 references
\(\ell _{1}\) norm approximation
0 references
0 references
