Sample out-of-sample inference based on Wasserstein distance
Jose Blanchet, Yang Kang
| Year of publication: |
2021
|
|---|---|
| Authors: | Blanchet, Jose ; Kang, Yang |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 69.2021, 3, p. 985-1013
|
| Subject: | nonparametric statistics | probability | distributionally robust optimization | optimal transport | Wasserstein distance | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Verteilung | Statistical distribution | Robustes Verfahren | Robust statistics | Induktive Statistik | Statistical inference | Wahrscheinlichkeitsrechnung | Probability theory | Stichprobenerhebung | Sampling | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2020.2028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012546913