JASA Sep 08, 2026

A Distributionally Robust Optimization Framework for Extreme Event Estimation

Authors
Xinyu Zhang Henry Lam Yuanlu Bai
Research Topics
Computational Statistics
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Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2026.2731641
  • Published:
    September 08, 2026
  • Added to Tracker:
    Sep 09, 2026
Author Details
Xinyu Zhang
Author
Henry Lam
Author
Yuanlu Bai
Author
Research Topics & Keywords
Computational Statistics
Research Area
Citation Information
APA Format
Xinyu Zhang , Henry Lam & Yuanlu Bai (2026) . A Distributionally Robust Optimization Framework for Extreme Event Estimation. Journal of the American Statistical Association , 10.1080/01621459.2026.2731641.
BibTeX Format
@article{paper1648,
  title = { A Distributionally Robust Optimization Framework for Extreme Event Estimation },
  author = { Xinyu Zhang and Henry Lam and Yuanlu Bai },
  journal = { Journal of the American Statistical Association },
  year = { 2026 },
  doi = { 10.1080/01621459.2026.2731641 },
  url = { https://doi.org/10.1080/01621459.2026.2731641 }
}
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