Luxenberg, Eric; Malik, Dhruv; Li, Yuanzhi; Singh, Aarti; Boyd, Stephen Specifying and solving robust empirical risk minimization problems using CVXPY. (English) Zbl 07922479 J. Optim. Theory Appl. 202, No. 3, 1158-1168 (2024). MSC: 90C25 90C17 90C47 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Shuoyang; Shang, Zuofeng; Cao, Guanqun; Liu, Jun S. Optimal classification for functional data. (English) Zbl 07901853 Stat. Sin. 34, No. 3, 1545-1564 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Maruyama, Yuzo; Takemura, Akimichi Non-minimaxity of debiased shrinkage estimators. (English) Zbl 1541.62170 Jpn. J. Stat. Data Sci. 7, No. 1, 361-375 (2024). MSC: 62J07 62C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
De Luca, Giuseppe; Magnus, Jan R. Shrinkage efficiency bounds: an extension. (English) Zbl 07880506 Commun. Stat., Theory Methods 53, No. 11, 4147-4152 (2024). MSC: 62C20 62H12 62J07 × Cite Format Result Cite Review PDF Full Text: DOI
Benati, Stefano; Conde, Eduardo A robust ordered weighted averaging loss model for portfolio optimization. (English) Zbl 07877750 Comput. Oper. Res. 167, Article ID 106666, 14 p. (2024). MSC: 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI
Miao, Zhen; Kong, Weihao; Vinayak, Ramya Korlakai; Sun, Wei; Han, Fang Fisher-Pitman permutation tests based on nonparametric Poisson mixtures with application to single cell genomics. (English) Zbl 07820391 J. Am. Stat. Assoc. 119, No. 545, 394-406 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Huimin; Liu, Youming Lower bound estimation for a family of high-dimensional sparse covariance matrices. (English) Zbl 1531.62009 Int. J. Wavelets Multiresolut. Inf. Process. 22, No. 2, Article ID 2350045, 13 p. (2024). MSC: 62C20 62H10 62H12 94A17 × Cite Format Result Cite Review PDF Full Text: DOI
Fechner, Włodzimierz Two characterizations of quasiconvexity. arXiv:2408.15983 Preprint, arXiv:2408.15983 [math.OC] (2024). MSC: 26A51 49J35 91G70 × Cite Format Result Cite Full Text: arXiv OA License
Hafez-Kolahi, Hassan; Moniri, Behrad; Kasaei, Shohreh Information-theoretic analysis of minimax excess risk. (English) Zbl 07883264 IEEE Trans. Inf. Theory 69, No. 7, 4659-4674 (2023). MSC: 62B10 62F15 94A15 68T05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Shuoyang; Cao, Guanqun; Shang, Zuofeng Deep neural network classifier for multidimensional functional data. (English) Zbl 07782057 Scand. J. Stat. 50, No. 4, 1667-1686 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ebrahimi-Sadrabadi, Mahnaz; Ostadi, Bakhtiar; Sepehri, Mohammad Mehdi; Kashan, Ali Husseinzadeh Optimal resource allocation model in disaster situations for maximizing the value of operational process resiliency and continuity. (English) Zbl 1522.90294 RAIRO, Oper. Res. 57, No. 3, 1539-1557 (2023). MSC: 90C90 91B32 90C47 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Benhaddou, Rida; Connell, Matthew A. Nonparametric empirical Bayes estimation based on generalized Laguerre series. (English) Zbl 07736122 Commun. Stat., Theory Methods 52, No. 19, 6896-6915 (2023). MSC: 62G05 62G20 62G08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Aamari, Eddie; Berenfeld, Clément; Levrard, Clément Optimal reach estimation and metric learning. (English) Zbl 1539.62361 Ann. Stat. 51, No. 3, 1086-1108 (2023). MSC: 62R30 62G05 62C20 62H11 68U05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bhagwat, Pankaj; Marchand, Éric Bayesian inference and prediction for mean-mixtures of normal distributions. (English) Zbl 07731272 Electron. J. Stat. 17, No. 2, 1893-1922 (2023). MSC: 62C20 62C25 62C10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Hamdaoui, Abdenour; Benkhaled, Abdelkader; Terbeche, Mekki On minimaxity and limit of risks ratio of James-Stein estimator under the balanced loss function. (English) Zbl 1538.62093 Kragujevac J. Math. 47, No. 3, 459-479 (2023). MSC: 62F12 62C20 62H12 × Cite Format Result Cite Review PDF Full Text: DOI Link
Garatti, Simone; Campi, Marco C. On conditional risk assessments in scenario optimization. (English) Zbl 1519.90135 SIAM J. Optim. 33, No. 2, 455-480 (2023). MSC: 90C15 90C25 62C20 × Cite Format Result Cite Review PDF Full Text: DOI
Wu, Fan; Rebeschini, Patrick Nearly minimax-optimal rates for noisy sparse phase retrieval via early-stopped mirror descent. (English) Zbl 1524.62026 Inf. Inference 12, No. 2, 633-713 (2023). MSC: 62C20 94A12 90C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Gao, Chao; Zhang, Anderson Y. Optimal orthogonal group synchronization and rotation group synchronization. (English) Zbl 07688052 Inf. Inference 12, No. 2, 591-632 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Butucea, Cristina; Mammen, Enno; Ndaoud, Mohamed; Tsybakov, Alexandre B. Variable selection, monotone likelihood ratio and group sparsity. (English) Zbl 1539.62208 Ann. Stat. 51, No. 1, 312-333 (2023). MSC: 62J05 62J07 62C20 94A12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Shuoyang; Shang, Zuofeng Minimax optimal high-dimensional classification using deep neural networks. (English) Zbl 07853619 Stat 11, No. 1, Paper No. e482, 11 p. (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chzhen, Evgenii; Schreuder, Nicolas A minimax framework for quantifying risk-fairness trade-off in regression. (English) Zbl 1539.62103 Ann. Stat. 50, No. 4, 2416-2442 (2022). MSC: 62G08 49Q22 62C20 62J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhukovskiĭ, Vladislav Iosifovich; Zhukovskaya, Lidiya Vladislavovna; Samsonov, Sergeĭ Petrovich; Smirnova, Lidiya Viktorovna The Savage principle and accounting for outcome in single-criterion nonlinear problem under uncertainty. (Russian. English summary) Zbl 1496.90109 Izv. Inst. Mat. Inform., Udmurt. Gos. Univ. 59, 25-40 (2022). MSC: 90C47 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Benkhaled, Abdelkader; Hamdaoui, Abdenour General classes of shrinkage estimators for the multivariate normal mean with unknown variance: minimaxity and limit of risks ratios. (English) Zbl 1513.62046 Kragujevac J. Math. 46, No. 2, 193-213 (2022). MSC: 62F12 62C20 62J07 × Cite Format Result Cite Review PDF Full Text: Link
Bäuerle, Nicole; Glauner, Alexander Distributionally robust Markov decision processes and their connection to risk measures. (English) Zbl 1501.90107 Math. Oper. Res. 47, No. 3, 1757-1780 (2022). MSC: 90C40 90C17 91G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mazuelas, Santiago; Shen, Yuan; Pérez, Aritz Generalized maximum entropy for supervised classification. (English) Zbl 1497.62154 IEEE Trans. Inf. Theory 68, No. 4, 2530-2550 (2022). MSC: 62H30 62B10 94A17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Guo, Shaoyan; Xu, Huifu Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach. (English) Zbl 1494.90059 Math. Program. 194, No. 1-2 (A), 305-340 (2022). MSC: 90C15 90C47 90C17 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Pinhan; Gao, Chao; Zhang, Anderson Y. Optimal full ranking from pairwise comparisons. (English) Zbl 1539.62064 Ann. Stat. 50, No. 3, 1775-1805 (2022). MSC: 62F07 62J15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Bo; Sun, Yufei; Teo, Kok Lay An analytic solution for multi-period uncertain portfolio selection problem. (English) Zbl 1491.91122 Fuzzy Optim. Decis. Mak. 21, No. 2, 319-333 (2022). MSC: 91G10 90C39 × Cite Format Result Cite Review PDF Full Text: DOI
Romero, José Luis; Speckbacher, Michael Spectral-norm risk rates for multi-taper estimation of Gaussian processes. (English) Zbl 07531542 J. Nonparametric Stat. 34, No. 2, 448-464 (2022). MSC: 62Gxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Goldenshluger, Alexander; Lepski, Oleg V. Minimax estimation of norms of a probability density. II: Rate-optimal estimation procedures. (English) Zbl 07526579 Bernoulli 28, No. 2, 1155-1178 (2022). MSC: 62Gxx 62Mxx 62Fxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Goldenshluger, Alexander; Lepski, Oleg V. Minimax estimation of norms of a probability density. I: Lower bounds. (English) Zbl 07526578 Bernoulli 28, No. 2, 1120-1154 (2022). MSC: 62Gxx 62Mxx 94Axx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Amorino, Chiara; Nualart, Eulalia Optimal convergence rates for the invariant density estimation of jump-diffusion processes. (English) Zbl 1493.62185 ESAIM, Probab. Stat. 26, 126-151 (2022). MSC: 62G07 62G20 60J74 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Sun, Chuanfeng; Ji, Shaolin; Kong, Chuiliu The least squares estimator of random variables under convex operators on \(L_{\mathcal{F}}^\infty (\mu)\) space. (English) Zbl 1478.62214 Stat. Probab. Lett. 181, Article ID 109268, 7 p. (2022). MSC: 62J99 91G70 93E11 × Cite Format Result Cite Review PDF Full Text: DOI
Benati, S.; Conde, E. A relative robust approach on expected returns with bounded CVaR for portfolio selection. (English) Zbl 1487.91111 Eur. J. Oper. Res. 296, No. 1, 332-352 (2022). MSC: 91G10 90C47 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Ruiqi; Boukai, Ben; Shang, Zuofeng Optimal nonparametric inference via deep neural network. (English) Zbl 1476.62066 J. Math. Anal. Appl. 505, No. 2, Article ID 125561, 32 p. (2022). MSC: 62G05 62G10 62M45 65D07 68T07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Han, Yanjun; Özgür, Ayfer; Weissman, Tsachy Geometric lower bounds for distributed parameter estimation under communication constraints. (English) Zbl 1489.94005 IEEE Trans. Inf. Theory 67, No. 12, 8248-8263 (2021). MSC: 94A05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liu, Wei; Yang, Li; Yu, Bo KDE distributionally robust portfolio optimization with higher moment coherent risk. (English) Zbl 1478.90070 Ann. Oper. Res. 307, No. 1-2, 363-397 (2021). MSC: 90C15 90C25 91G10 90C47 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Yan; Taniguchi, Masanobu Minimax estimation for time series models. (English) Zbl 1478.62261 Metron 79, No. 3, 353-359 (2021). MSC: 62M10 62C20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Solev, V. N. Estimation of a vector-valued function in a stationary Gaussian noise. (English. Russian original) Zbl 1478.62243 J. Math. Sci., New York 258, No. 6, 927-934 (2021); translation from Zap. Nauchn. Semin. POMI 486, 275-285 (2019). MSC: 62M09 62C20 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Duchi, John C.; Namkoong, Hongseok Learning models with uniform performance via distributionally robust optimization. (English) Zbl 1473.62019 Ann. Stat. 49, No. 3, 1378-1406 (2021). MSC: 62C20 62F12 68T05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Goldenshluger, Alexander; Kim, Taeho Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation. (English) Zbl 1472.62054 Electron. J. Stat. 15, No. 1, 3394-3427 (2021). MSC: 62G07 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sart, Mathieu Minimax bounds for Besov classes in density estimation. (English) Zbl 1472.62057 Electron. J. Stat. 15, No. 1, 3184-3216 (2021). MSC: 62G07 62C20 × Cite Format Result Cite Review PDF Full Text: DOI
Gangopadhyay, Ujan; Mukherjee, Gourab On discrete priors and sparse minimax optimal predictive densities. (English) Zbl 1471.62245 Electron. J. Stat. 15, No. 1, 1636-1660 (2021). MSC: 62C20 60F15 60G42 × Cite Format Result Cite Review PDF Full Text: DOI
Gurevsky, Evgeny; Kovalev, Sergey; Kovalyov, Mikhail Y. Min-max controllable risk problems. (English) Zbl 1471.90163 4OR 19, No. 1, 93-101 (2021). MSC: 90C47 90C32 90C27 × Cite Format Result Cite Review PDF Full Text: DOI
Cai, Tony; Li, Hongzhe; Ma, Rong Optimal structured principal subspace estimation: metric entropy and minimax rates. (English) Zbl 1539.62175 J. Mach. Learn. Res. 22, Paper No. 46, 45 p. (2021). MSC: 62H25 65F55 65F15 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Camerlenghi, Federico; Favaro, Stefano; Naulet, Zacharie; Panero, Francesca Optimal disclosure risk assessment. (English) Zbl 1468.62263 Ann. Stat. 49, No. 2, 723-744 (2021). MSC: 62G05 62C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Belomestny, Denis; Goldenshluger, Alexander Density deconvolution under general assumptions on the distribution of measurement errors. (English) Zbl 1473.62115 Ann. Stat. 49, No. 2, 615-649 (2021). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62G07 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yu, Haodong; Sun, Jie Robust stochastic optimization with convex risk measures: a discretized subgradient scheme. (English) Zbl 1474.90308 J. Ind. Manag. Optim. 17, No. 1, 81-99 (2021). MSC: 90C15 90C47 90C17 × Cite Format Result Cite Review PDF Full Text: DOI
Nakada, Ryumei; Kubokawa, Tatsuya; Ghosh, Malay; Karmakar, Sayar Shrinkage estimation with singular priors and an application to small area estimation. (English) Zbl 1464.62298 J. Multivariate Anal. 183, Article ID 104726, 18 p. (2021). MSC: 62H12 62J07 62C20 62D05 × Cite Format Result Cite Review PDF Full Text: DOI
Fissler, Tobias; Ziegel, Johanna F. Correction to: “Higher order elicitability and Osband’s principle”. (English) Zbl 1456.62015 Ann. Stat. 49, No. 1, 614 (2021). MSC: 62C05 62C20 62P05 91B06 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Xie, Weijun On distributionally robust chance constrained programs with Wasserstein distance. (English) Zbl 1459.90141 Math. Program. 186, No. 1-2 (A), 115-155 (2021). MSC: 90C17 90C47 90C11 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kao, Lie-Jane; Lee, Cheng Few Alternative method for determining industrial bond ratings: theory and empirical evidence. (English) Zbl 1451.91213 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2081-2105 (2021). MSC: 91G40 90C29 × Cite Format Result Cite Review PDF Full Text: DOI
Ommane, Younes; Ouassou, Idir Adaptive ridge estimator in a linear regression model with spherically symmetric error under constraint. (English) Zbl 07549015 Commun. Stat., Theory Methods 49, No. 1, 1-15 (2020). MSC: 62H12 62C20 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Benhaddou, Rida; Liu, Qing Minimax adaptive wavelet estimator for the anisotropic functional deconvolution model with unknown kernel. (English) Zbl 07529956 Commun. Stat., Theory Methods 49, No. 21, 5312-5331 (2020). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kubokawa, Tatsuya; Strawderman, William E.; Yuasa, Ryota Shrinkage estimation of location parameters in a multivariate skew-normal distribution. (English) Zbl 1511.62103 Commun. Stat., Theory Methods 49, No. 8, 2008-2024 (2020). MSC: 62H05 62C12 62C20 62H10 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Banerjee, Trambak; Mukherjee, Gourab; Sun, Wenguang Adaptive sparse estimation with side information. (English) Zbl 1453.62576 J. Am. Stat. Assoc. 115, No. 532, 2053-2067 (2020). MSC: 62J07 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rohde, Angelika; Steinberger, Lukas Geometrizing rates of convergence under local differential privacy constraints. (English) Zbl 1457.62396 Ann. Stat. 48, No. 5, 2646-2670 (2020). Reviewer: Glauber Márcio Silveira Pereira (Ceará) MSC: 62R10 62G05 62G07 62C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Schmidt-Hieber, Johannes Rejoinder: “Nonparametric regression using deep neural networks with ReLU activation function”. (English) Zbl 1455.62086 Ann. Stat. 48, No. 4, 1916-1921 (2020). MSC: 62G08 62M45 62C20 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Shamir, Ohad Discussion of: “Nonparametric regression using deep neural networks with ReLU activation function”. (English) Zbl 1455.62087 Ann. Stat. 48, No. 4, 1911-1915 (2020). MSC: 62G08 62M45 62C20 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Schmidt-Hieber, Johannes Nonparametric regression using deep neural networks with ReLU activation function. (English) Zbl 1459.62059 Ann. Stat. 48, No. 4, 1875-1897 (2020); correction ibid. 52, No. 1, 413-414 (2024). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62G08 62M45 62C20 42C40 68T07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Chinot, Geoffrey ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels. (English) Zbl 1453.62484 Electron. J. Stat. 14, No. 2, 3563-3605 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G35 62G08 62C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Minasyan, A. G. Excess-risk consistency of group-hard thresholding estimator in robust estimation of Gaussian mean. (English. Russian original) Zbl 1452.62341 J. Contemp. Math. Anal., Armen. Acad. Sci. 55, No. 3, 208-212 (2020); translation from Izv. Nats. Akad. Nauk Armen., Mat. 55, No. 3, 68-74 (2020). MSC: 62G35 62G07 62G32 62C20 × Cite Format Result Cite Review PDF Full Text: DOI
Ghosh, Malay; Kubokawa, Tatsuya; Datta, Gauri Sankar Density prediction and the Stein phenomenon. (English) Zbl 1451.62018 Sankhyā, Ser. A 82, No. 2, 330-352 (2020). MSC: 62C20 62F10 62H12 62-02 × Cite Format Result Cite Review PDF Full Text: DOI
Solev, V. N. An estimation of function in Gaussian stationary noise: new spectral condition. (English. Russian original) Zbl 1451.62104 J. Math. Sci., New York 251, No. 1, 147-154 (2020); translation from Zap. Nauchn. Semin. POMI 474, 222-232 (2018). MSC: 62M15 62G07 62C20 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Bickel, David R. Departing from Bayesian inference toward minimaxity to the extent that the posterior distribution is unreliable. (English) Zbl 1456.62042 Stat. Probab. Lett. 164, Article ID 108802, 5 p. (2020). MSC: 62F15 62C10 62C20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Holzmann, Hajo; Meister, Alexander Rate-optimal nonparametric estimation for random coefficient regression models. (English) Zbl 1465.62070 Bernoulli 26, No. 4, 2790-2814 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62G07 62J05 62C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Solev, V. N. A local version of the Muckenhoupt condition and the accuracy of estimation of an unknown pseudoperiodic function in stationary noise. (English. Russian original) Zbl 1448.62208 J. Math. Sci., New York 244, No. 5, 896-902 (2020); translation from Zap. Nauchn. Semin. POMI 466, 289-299 (2017). MSC: 62R10 62C20 60G05 42B25 × Cite Format Result Cite Review PDF Full Text: DOI
Cao, Kaikai; Liu, Youming Uncompactly supported density estimation with \(L^1\) risk. (English) Zbl 1442.62077 Commun. Pure Appl. Anal. 19, No. 8, 4007-4022 (2020). MSC: 62G07 62G20 62C20 42C40 × Cite Format Result Cite Review PDF Full Text: DOI
Korotkov, Vladimir; Emelichev, Vladimir; Nikulin, Yury Multicriteria investment problem with Savage’s risk criteria: theoretical aspects of stability and case study. (English) Zbl 1449.90162 J. Ind. Manag. Optim. 16, No. 3, 1297-1310 (2020). MSC: 90B50 90C29 90C31 91G10 91B05 × Cite Format Result Cite Review PDF Full Text: DOI
Minami, Kentaro Estimating piecewise monotone signals. (English) Zbl 1440.62308 Electron. J. Stat. 14, No. 1, 1508-1576 (2020). MSC: 62L10 62J02 62G10 05C90 62C20 62J05 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Lim, Jaechan; Kim, Hun-Seok; Park, Hyung-Min Minimax particle filtering for tracking a highly maneuvering target. (English) Zbl 1440.93252 Int. J. Robust Nonlinear Control 30, No. 2, 636-651 (2020). MSC: 93E11 93B35 93C83 × Cite Format Result Cite Review PDF Full Text: DOI Link
Tripathy, Manas Ranjan; Jena, Adarsha Kumar; Kumar, Somesh Equivariant estimation of quantile vector of two normal populations with a common mean. (English) Zbl 1471.62244 Hacet. J. Math. Stat. 48, No. 1, 255-273 (2019). MSC: 62C15 62F10 62C20 × Cite Format Result Cite Review PDF Full Text: Link
Zhao, Yong; Liu, Yongchao; Yang, Xinming Distributionally robust reward-risk ratio programming with Wasserstein metric. (English) Zbl 1454.90039 Pac. J. Optim. 15, No. 1, 69-90 (2019). MSC: 90C15 90C34 90C47 × Cite Format Result Cite Review PDF Full Text: Link
Goldenshluger, Alexander; Koops, David T. Nonparametric estimation of service time characteristics in infinite-server queues with nonstationary Poisson input. (English) Zbl 1446.60067 Stoch. Syst. 9, No. 3, 183-207 (2019). MSC: 60K25 90B22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Burzoni, Matteo; Frittelli, Marco; Hou, Zhaoxu; Maggis, Marco; Obłój, Jan Pointwise arbitrage pricing theory in discrete time. (English) Zbl 1437.90159 Math. Oper. Res. 44, No. 3, 1034-1057 (2019). MSC: 90C46 90C47 90C17 91G20 49K45 49N15 60G42 93E20 91G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Bo; Sun, Yufei; Aw, Grace; Teo, Kok Lay Uncertain portfolio optimization problem under a minimax risk measure. (English) Zbl 1481.91195 Appl. Math. Modelling 76, 274-281 (2019). MSC: 91G10 90C15 90C47 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Xiaolong; Ke, Jiannan Robust assortment optimization using worst-case CVaR under the multinomial logit model. (English) Zbl 1476.91081 Oper. Res. Lett. 47, No. 5, 452-457 (2019). MSC: 91B42 90C15 90C47 × Cite Format Result Cite Review PDF Full Text: DOI
Birghila, Corina; Pflug, Georg Ch. Optimal XL-insurance under Wasserstein-type ambiguity. (English) Zbl 1425.91213 Insur. Math. Econ. 88, 30-43 (2019). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI Link
L’Moudden, A.; Marchand, É. On predictive density estimation under \(\alpha\)-divergence loss. (English) Zbl 1426.62018 Math. Methods Stat. 28, No. 2, 127-143 (2019). MSC: 62C20 62F10 62F15 62F30 62H10 62M20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Banerjee, Moulinath; Durot, Cécile Circumventing superefficiency: an effective strategy for distributed computing in non-standard problems. (English) Zbl 1418.62104 Electron. J. Stat. 13, No. 1, 1926-1977 (2019). MSC: 62G05 62G20 62G08 62E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Aamari, Eddie; Kim, Jisu; Chazal, Frédéric; Michel, Bertrand; Rinaldo, Alessandro; Wasserman, Larry Estimating the reach of a manifold. (English) Zbl 1418.62100 Electron. J. Stat. 13, No. 1, 1359-1399 (2019). MSC: 62G05 62C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Guo, Shaoyan; Xu, Huifu Distributionally robust shortfall risk optimization model and its approximation. (English) Zbl 1421.90097 Math. Program. 174, No. 1-2 (B), 473-498 (2019). MSC: 90C15 90C47 90C31 91B30 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Fang, Yi-Ping; Zio, Enrico An adaptive robust framework for the optimization of the resilience of interdependent infrastructures under natural hazards. (English) Zbl 1430.90575 Eur. J. Oper. Res. 276, No. 3, 1119-1136 (2019). MSC: 90C90 90C47 90C31 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Banerjee, Moulinath; Durot, Cécile; Sen, Bodhisattva Divide and conquer in nonstandard problems and the super-efficiency phenomenon. (English) Zbl 1416.62259 Ann. Stat. 47, No. 2, 720-757 (2019). Reviewer: Catalin Stoean (Craiova) MSC: 62G20 62G08 62F30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Filippi, Carlo; Ogryczak, Włodzimierz; Speranza, M. Grazia Bridging \(k\)-sum and CVaR optimization in MILP. (English) Zbl 1458.90483 Comput. Oper. Res. 105, 156-166 (2019). MSC: 90C11 90C05 90C15 90C27 90C35 × Cite Format Result Cite Review PDF Full Text: DOI
Rahimian, Hamed; Bayraksan, Güzin; Homem-de-Mello, Tito Identifying effective scenarios in distributionally robust stochastic programs with total variation distance. (English) Zbl 1410.90142 Math. Program. 173, No. 1-2 (A), 393-430 (2019). MSC: 90C15 90C47 × Cite Format Result Cite Review PDF Full Text: DOI
Deng, Yan; Ahmed, Shabbir; Shen, Siqian Parallel scenario decomposition of risk-averse 0-1 stochastic programs. (English) Zbl 1528.90166 INFORMS J. Comput. 30, No. 1, 90-105 (2018). MSC: 90C15 90C47 68W15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Ghosh, Malay; Kubokawa, Tatsuya Hierarchical empirical Bayes estimation of two sample means under divergence loss. (English) Zbl 1425.62014 Sankhyā, Ser. A 80, No. 1, Suppl., 70-83 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 62C20 62C12 62G07 × Cite Format Result Cite Review PDF Full Text: DOI
Kumar, P.; Panda, G.; Gupta, U. C. Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters. (English) Zbl 1402.90106 Sādhanā 43, No. 9, Paper No. 149, 16 p. (2018). MSC: 90C15 91G10 91G80 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kotłowski, Wojciech On minimaxity of follow the leader strategy in the stochastic setting. (English) Zbl 1398.68444 Theor. Comput. Sci. 742, 50-65 (2018). MSC: 68T05 62C20 62M20 91A26 × Cite Format Result Cite Review PDF Full Text: DOI
Giacofci, Madison; Lambert-Lacroix, Sophie; Picard, Franck Minimax wavelet estimation for multisample heteroscedastic nonparametric regression. (English) Zbl 1468.62270 J. Nonparametric Stat. 30, No. 1, 238-261 (2018). Reviewer: Weiping Li (Stillwater) MSC: 62G07 62G08 62J12 62P10 42C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Akian, Marianne; Gaubert, Stéphane; Hochart, Antoine Minimax representation of nonexpansive functions and application to zero-sum recursive games. (English) Zbl 1386.49009 J. Convex Anal. 25, No. 1, 225-240 (2018). MSC: 49J35 91A15 26B25 49L20 49M25 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Ćmiel, Bogdan; Szkutnik, Zbigniew; Wojdyła, Jakub Asymptotic confidence bands in the Spektor-Lord-Willis problem via kernel estimation of intensity derivative. (English) Zbl 1387.62061 Electron. J. Stat. 12, No. 1, 194-223 (2018). MSC: 62G15 62G20 62G07 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Xu, Bao; Wang, Yuting; Ma, Yiguang Minimum risk equivariant estimator of Pareto distribution shape parameter. (Chinese. English summary) Zbl 1399.62037 J. Nat. Sci. Hunan Norm. Univ. 40, No. 6, 76-79, 86 (2017). MSC: 62F10 62F15 94A17 × Cite Format Result Cite Review PDF Full Text: DOI
Ling, Aifan; Sun, Jie; Xiu, Naihua; Yang, Xiaoguang Robust two-stage stochastic linear optimization with risk aversion. (English) Zbl 1394.90449 Eur. J. Oper. Res. 256, No. 1, 215-229 (2017). MSC: 90C15 90C05 91B30 90C22 90C47 × Cite Format Result Cite Review PDF Full Text: DOI Link
Hamm, Jihun Minimax filter: learning to preserve privacy from inference attacks. (English) Zbl 1442.62025 J. Mach. Learn. Res. 18(2017-2018), Paper No. 129, 31 p. (2017). MSC: 62C20 62H30 62R07 62P15 68T05 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Zhang, Yuchen; Xiao, Lin Stochastic primal-dual coordinate method for regularized empirical risk minimization. (English) Zbl 1440.62314 J. Mach. Learn. Res. 18(2017-2018), Paper No. 84, 42 p. (2017). MSC: 62L20 62C20 90C15 47N10 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Benke, János Marcell; Pap, Gyula Local asymptotic quadraticity of statistical experiments connected with a Heston model. (English) Zbl 1399.62042 Acta Sci. Math. 83, No. 1-2, 313-344 (2017). MSC: 62F12 91G70 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shiryaev, A. N. On the minimax optimality of the CUSUM statistic in disorder problems for Brownian motion. (English. Russian original) Zbl 1380.62234 Theory Probab. Appl. 61, No. 4, 719-726 (2017); translation from Teor. Veroyatn. Primen. 61, No. 4, 837-844 (2016). MSC: 62L10 62C20 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Xi; Guntuboyina, Adityanand; Zhang, Yuchen A note on the approximate admissibility of regularized estimators in the Gaussian sequence model. (English) Zbl 1477.62134 Electron. J. Stat. 11, No. 2, 4746-4768 (2017). MSC: 62H12 62C15 62C20 62F30 62G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid