Multiple Objective Optimization Problems in Statistics
Subhash C. Narula, John F. Wellington · International Transactions in Operational Research · 2002
Many statistical problems can be viewed as optimization problems. A careful and detailed analysis of these procedures reveals that many of these problems are essentially multiple objective optimization problems. Furthermore, most of the standard statistical procedures aim at finding an efficient (non‐dominated) solution. Our objective in this paper is to introduce some of the single sample statistical problems that can be formulated and solved as multiple objective optimization problems.