Optimal Mean Estimation without a Variance

被引：0

作者：

Cherapanamjeri, Yeshwanth ^{[1
]}

Tripuraneni, Nilesh ^{[1
]}

Bartlett, Peter L. ^{[1
]}

Jordan, Michael I. ^{[1
]}

机构：

[1] Univ Calif Berkeley, Berkeley, CA 94720 USA

来源：

CONFERENCE ON LEARNING THEORY, VOL 178 | 2022年 / 178卷

关键词：

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

引用

页码：356 / 357

页数：2

共 50 条

[21] ESTIMATION OF MEAN AND VARIANCE OF A DISTRIBUTION OF BINOMIAL PROBABILITIES
KOOPMANS, LH
LOWRY, DC
BIOMETRICS, 1957, 13 (04) : 551 - 552
[22] ESTIMATION OF MEAN AND VARIANCE OF A PERT ACTIVITY TIME
DONALDSON, WA
OPERATIONS RESEARCH, 1965, 13 (03) : 382 - +
[23] Robust estimation of efficient mean–variance frontiers
Luigi Grossi
Fabrizio Laurini
Advances in Data Analysis and Classification, 2011, 5 : 3 - 22
[24] Optimal Estimation of the Climatological Mean
Narapusetty, Balachandrudu
Delsole, Timothy
Tippett, Michael K.
JOURNAL OF CLIMATE, 2009, 22 (18) : 4845 - 4859
[25] Estimation error in mean returns and the mean-variance efficient frontier
Simaan, Majeed
Simaan, Yusif
Tang, Yi
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2018, 56 : 109 - 124
[26] Fundamental Analysis and Mean-Variance Optimal Portfolios
Lyle, Matthew R.
Yohn, Teri Lombardi
ACCOUNTING REVIEW, 2021, 96 (06): : 303 - 327
[27] Mean-variance optimal local reinsurance contracts
Kaluszka, M
CONTROL AND CYBERNETICS, 2003, 32 (04): : 883 - 896
[28] A COMPARISON OF GROWTH OPTIMAL AND MEAN VARIANCE INVESTMENT POLICIES
GRAUER, RR
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1981, 16 (01) : 1 - 21
[29] On the Tail Mean-Variance optimal portfolio selection
Landsman, Zinoviy
INSURANCE MATHEMATICS & ECONOMICS, 2010, 46 (03): : 547 - 553
[30] Deterministic mean-variance-optimal consumption and investment
Christiansen, Marcus
Steffensen, Mogens
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2013, 85 (04) : 620 - 636

← 1 2 3 4 5 →