The empirical likelihood approach to quantifying uncertainty in sample average approximation
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Publication:1728245
DOI10.1016/j.orl.2017.04.003zbMath1409.62073arXiv1604.02573OpenAlexW2962689365MaRDI QIDQ1728245
Publication date: 22 February 2019
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.02573
Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Stochastic programming (90C15)
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