From estimation to optimization via shrinkage

DOI10.1016/J.ORL.2017.10.005zbMath1409.90121OpenAlexW2765651750MaRDI QIDQ1728375

Danial Davarnia, Cornuéjols, Gérard

Publication date: 22 February 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2017.10.005

zbMATH Keywords

stochastic optimizationparameter estimationshrinkage estimatormaximum likelihood estimatoradmissible estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Stochastic programming (90C15)

Related Items (1)

Admissibility of Solution Estimators for Stochastic Optimization

Cites Work

• Introduction to Stochastic Programming
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• On Minimax Statistical Decision Procedures and their Admissibility
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: From estimation to optimization via shrinkage