On distributionally robust extreme value analysis J Blanchet, F He, K Murthy Extremes, 1-31, 2020 | 44 | 2020 |
Doubly Robust Data-driven Distributionally Robust Optimization J Blanchet, Y Kang, F Zhang, F He, Z Hu Applied Modeling Techniques and Data Analysis 1: Computational Data Analysis …, 2021 | 16* | 2021 |
Computing worst-case expectations given marginals via simulation J Blanchet, F He, H Lam 2017 Winter Simulation Conference (WSC), 2315-2323, 2017 | 2 | 2017 |
Distributionally Robust Performance Analysis: Data, Dependence and Extremes F He Columbia University, 2018 | 1 | 2018 |
Doubly robust data-driven distributionally robust optimization (2017) J Blanchet, Y Kang, F Zhang, F He, Z Hu URL http://arxiv. org/abs/1705.07168, 2017 | | 2017 |