From estimation to optimization via shrinkage-Reference-Cited by-同舟云学术

From estimation to optimization via shrinkage

Published:2017-11 Issue:6 Volume:45 Page:642-646
ISSN:0167-6377
Container-title:Operations Research Letters
language:en
Short-container-title:Operations Research Letters

Author:

Davarnia Danial,Cornuéjols Gérard

Funder

NSF

ONR

Publisher

Elsevier BV

Subject

Applied Mathematics,Industrial and Manufacturing Engineering,Management Science and Operations Research,Software

Reference14 articles.

1. A.J. Baranchik, Multiple regression and estimation of the mean of a multivariate normal distribution, Stanford University Technical Report, Vol. 51, 1964.

2. Stein estimation in high dimensions: a retrospective;Beran,1996

3. Introduction to Stochastic Programming;Birge,2011

4. On minimax statistical decision procedures and their admissibility;Blyth;Ann. Math. Statist.,1951

5. On the admissibility of invariant estimators of one or more location parameters;Brown;Ann. Math. Statist.,1966

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. ТЕНДЕНЦІЇ РОЗВИТКУ ЕЛЕКТРОННОЇ КОМЕРЦІЇ;Bulletin of Lviv National Environmental University. Series AIC Economics;2023-11-16

2. Using stochastic frontier analysis instead of data envelopment analysis in modelling investment performance;Annals of Operations Research;2023-07-05

3. Data Pooling in Stochastic Optimization;Management Science;2021-03-17

4. Admissibility of Solution Estimators for Stochastic Optimization;SIAM Journal on Mathematics of Data Science;2021-01

5. Computational Aspects of Bayesian Solution Estimators in Stochastic Optimization;INFORMS Journal on Optimization;2020-10