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Wasserstein distributionally robust estimation in high dimensions: performance analysis and optimal hyperparameter tuning

Published Online: 2026-01-15

Authors

Aolaritei, Liviu https://orcid.org/0000-0001-6710-3723
Shafiee, Soroosh

Dörfler, Florian
License Information

Text and Data Mining valid from 2026-01-15

Version of Record valid from 2026-01-15
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Article History

Received: 6 June 2024

Accepted: 8 September 2025

First Online: 15 January 2026

Declarations

:

: The authors declare that they have no competing interests.

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