Minimax Estimation in Regression under Sample Conformity Constraints
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- Epstein, Larry G. & Ji, Shaolin, 2014.
"Ambiguous volatility, possibility and utility in continuous time,"
Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 269-282.
- Larry Epstein & Shaolin Ji, 2011. "Ambiguous Volatility, Possibility and Utility in Continuous Time," Papers 1103.1652, arXiv.org, revised Jan 2013.
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- Mikhail Posypkin & Andrey Gorshenin & Vladimir Titarev, 2022. "Preface to the Special Issue on “Control, Optimization, and Mathematical Modeling of Complex Systems”," Mathematics, MDPI, vol. 10(13), pages 1-8, June.
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Keywords
mathematical modeling; estimation; minimax techniques; pareto optimization; regression analysis; statistical uncertainty;All these keywords.
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