Distributionally robust conditional quantile prediction with fixed design
Meng Qi, Ying Cao, Zuo-Jun (Max) Shen
Year of publication: |
2022
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Authors: | Qi, Meng ; Cao, Ying ; Shen, Zuo-Jun |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 68.2022, 3, p. 1639-1658
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Subject: | quantile prediction | data-driven newsvendor | distributionally robust optimization | Wasserstein distance | Robustes Verfahren | Robust statistics | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Theorie | Theory | Lagerhaltungsmodell | Inventory model |
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