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Viet Anh Nguyen

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Related publications (17)

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Viet Anh Nguyen

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A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set

A Statistical Test for Probabilistic Fairness

Mean-Covariance Robust Risk Measurement

A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set

A Statistical Test for Probabilistic Fairness

Mean-Covariance Robust Risk Measurement