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"Distributionally Robust Inverse Covariance Estimation: The Wasserstein ..."

Viet Anh Nguyen, Daniel Kuhn, Peyman Mohajerin Esfahani (2022)

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DOI: 10.1287/OPRE.2020.2076

access: closed

type: Journal Article

metadata version: 2023-12-03

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Viet Anh Nguyen, Daniel Kuhn, Peyman Mohajerin Esfahani:
Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator. Oper. Res. 70(1): 490-515 (2022)

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