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Model Mis-Specification in Newsvendor Decisions : A Comparison of Frequentist Parametric, Bayesian Parametric and Nonparametric Approaches
Ban, Gah‐Yi - 2020
We compare three different approaches studied by past literature on data-driven inventory optimization--- Frequentist Parametric (FP), Bayesian Parametric (BP) and Nonparametric--- for the newsvendor problem. For the Parametric approaches, we allow for mis-specification of the demand model. We...
Persistent link: https://www.econbiz.de/10012846484
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Bayes estimates in multivariate semiparametric linear models
Bunke, Olaf - 2002
Persistent link: https://www.econbiz.de/10001697751
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Selfinformative limits of bayes estimates and generalized maximum likelihood
Bunke, Olaf (contributor); Johannes, Jan (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919013
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Additive nonparametric regression for time series
Smith, Michael S.; Wong, Chi-ming; Kohn, Robert - 1996
Persistent link: https://www.econbiz.de/10000947881
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Wavelet estimation using Bayesian basis selection and basis averaging
Kohn, Robert; Marron, James Stephen; Yau, Paul - 1999
Persistent link: https://www.econbiz.de/10001415005
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A semi-parametric approach for estimating critical fractiles under autocorrelated demand
Lee, Yun Shin - In: European journal of operational research : EJOR 234 (2014) 1, pp. 163-173
Persistent link: https://www.econbiz.de/10010247342
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Coordinating pricing and inventory replenishment with nonparametric demand learning
Chen, Boxiao; Chao, Xiuli; Ahn, Hyun-soo - In: Operations research 67 (2019) 4, pp. 1035-1052
Persistent link: https://www.econbiz.de/10012062912
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Confidence intervals for data-driven inventory policies with demand censoring
Ban, Gah-Yi - In: Operations research 68 (2020) 2, pp. 309-326
Persistent link: https://www.econbiz.de/10012213328
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Coordinating pricing and inventory replenishment with nonparametric demand learning
Chen, Boxiao; Chao, Xiuli; Ahn, Hyun-soo - 2015
Persistent link: https://www.econbiz.de/10011746583
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Demand estimation and ordering under censoring : stock-out timing is (almost) all you need
Jain, Aditya; Rudi, Nils; Wang, Tong - In: Operations research 63 (2015) 1, pp. 134-150
Persistent link: https://www.econbiz.de/10010519503