Jose Blanchet, Nian Si. Optimal uncertainty size in distributionally robust inverse covariance estimation. Oper. Res. Lett., 47(6):618-621, 2019. [doi]
@article{BlanchetS19,
title = {Optimal uncertainty size in distributionally robust inverse covariance estimation},
author = {Jose Blanchet and Nian Si},
year = {2019},
doi = {10.1016/j.orl.2019.10.005},
url = {https://doi.org/10.1016/j.orl.2019.10.005},
researchr = {https://researchr.org/publication/BlanchetS19},
cites = {0},
citedby = {0},
journal = {Oper. Res. Lett.},
volume = {47},
number = {6},
pages = {618-621},
}