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An iterative multiparametric approach for determining the location of AVI sensors for robust route flow estimation
Álvarez-Bazo, F.; Cerulli, Raffaele; … - In: Computers & operations research : and their … 138 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013040918
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Can robust portfolio optimisation help to build better portfolios?
Scherer, Bernd - In: The journal of asset management 7 (2007) 6, pp. 373-387
Persistent link: https://www.econbiz.de/10003439376
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On the robustness of location estimators in models of firm growth under heavy-tailedness
Ibragimov, Rustam Ju. - In: Journal of econometrics 181 (2014) 1, pp. 25-33
Persistent link: https://www.econbiz.de/10010473439
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Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence
Gerstenberger, Carina - 2017
We introduce a robust estimator of the location parameter for the change‐point in the mean based on Wilcoxon statistic and establish its consistency for near‐epoch dependent processes. It is shown that the consistency rate depends on the magnitude of the change. A simulation study is...
Persistent link: https://www.econbiz.de/10014117798
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Statistics of robust optimization : a generalized empirical likelihood approach
Duchi, John C.; Glynn, Peter W.; Namkoog, Hongseok - In: Mathematics of operations research 46 (2021) 3, pp. 946-969
Persistent link: https://www.econbiz.de/10012625674
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Learning-based robust optimization : procedures and statistical guarantees
Hong, L. Jeff; Huang, Zhiyuan; Lam, Henry - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3447-3467
Persistent link: https://www.econbiz.de/10012606927
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Joint estimation and robustness optimization
Zhu, Taozeng; Xie, Jingui; Sim, Melvyn - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 1659-1677
Persistent link: https://www.econbiz.de/10013259995
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Robust sensitivity analysis for stochastic systems
Lam, Henry - In: Mathematics of operations research 41 (2016) 4, pp. 1248-1275
Persistent link: https://www.econbiz.de/10011595052
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Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry; Zhang, Xinyu; Zhang, Xuhui - In: Operations research 71 (2023) 6, pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044
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Extending the scope of robust quadratic optimization
Marandi, Ahmadreza; Ben-Tal, Aharon; Hertog, Dirk den; … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 1, pp. 211-226
Persistent link: https://www.econbiz.de/10013358924