From estimation to optimization via shrinkage
type: Item
instance of: scholarly article
title: From estimation to optimization via shrinkage
zbMATH Open document ID: 1409.90121
author: Danial Davarnia
author: Gérard Cornuéjols
published in: Operations Research Letters
publication date: 2019-02-22T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 7027821
zbMATH Keywords: stochastic optimization
zbMATH Keywords: parameter estimation
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: admissible estimator
zbMATH Keywords: shrinkage estimator
MaRDI profile type: Publication
full work available at URL: j.orl.2017.10.005
OpenAlex ID: W2765651750
cites work: Q4348084
cites work: Introduction to Stochastic Programming
cites work: On Minimax Statistical Decision Procedures and their Admissibility
cites work: On the Admissibility of Invariant Estimators of One or More Location Parameters
cites work: Q3185327
cites work: Q4219536
cites work: Q3237829
DOI: 10.1016/J.ORL.2017.10.005
description: scientific article; zbMATH DE number 7027821