{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,5,9]],"date-time":"2025-05-09T06:28:03Z","timestamp":1746772083062,"version":"3.37.3"},"reference-count":54,"publisher":"Springer Science and Business Media LLC","issue":"1-2","license":[{"start":{"date-parts":[[2018,5,4]],"date-time":"2018-05-04T00:00:00Z","timestamp":1525392000000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"},{"start":{"date-parts":[[2018,5,4]],"date-time":"2018-05-04T00:00:00Z","timestamp":1525392000000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"DOI":"10.13039\/100000001","name":"National Science Foundation","doi-asserted-by":"publisher","award":["DMS-1109099","DMS-1407241"],"award-info":[{"award-number":["DMS-1109099","DMS-1407241"]}],"id":[{"id":"10.13039\/100000001","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Math. Program."],"published-print":{"date-parts":[[2019,3]]},"DOI":"10.1007\/s10107-018-1279-z","type":"journal-article","created":{"date-parts":[[2018,5,4]],"date-time":"2018-05-04T09:06:13Z","timestamp":1525424773000},"page":"99-127","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":8,"title":["Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities"],"prefix":"10.1007","volume":"174","author":[{"given":"Michael","family":"Lamm","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Shu","family":"Lu","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2018,5,4]]},"reference":[{"issue":"1","key":"1279_CR1","first-page":"3","volume":"6","author":"RP Agdeppa","year":"2010","unstructured":"Agdeppa, R.P., Yamashita, N., Fukushima, M.: Convex expected residual models for stochastic affine variational inequality problems and its application to the traffic equilibrium problem. Pac. J. Optim. 6(1), 3\u201319 (2010)","journal-title":"Pac. J. Optim."},{"key":"1279_CR2","unstructured":"Anitescu, M., Petra, C.: Higher-order confidence intervals for stochastic programming using bootstrapping. Technical Report ANL\/MCS-P1964-1011, Mathematics and Computer Science Division, Argonne National Laboratory, Argonne, IL (2011)"},{"issue":"1\u20132","key":"1279_CR3","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1007\/s10107-007-0116-6","volume":"116","author":"H Attouch","year":"2009","unstructured":"Attouch, H., Cominetti, R., Teboulle, M.: Forward: Special issue on nonlinear convex optimization and variational inequalities. Math. Program. 116(1\u20132), 1\u20133 (2009). \n                    https:\/\/doi.org\/10.1007\/s10107-007-0116-6","journal-title":"Math. Program."},{"key":"1279_CR4","doi-asserted-by":"publisher","first-page":"1022","DOI":"10.1287\/moor.1050.0160","volume":"30","author":"X Chen","year":"2005","unstructured":"Chen, X., Fukushima, M.: Expected residual minimization method for stochastic linear complementarity problems. Math. Oper. Res. 30, 1022\u20131038 (2005)","journal-title":"Math. Oper. Res."},{"key":"1279_CR5","unstructured":"Chen, X., Pong, T.K., Wets, R.J.B.: Two-stage stochastic variational inequalities: an ERM-solution procedure (2015) (preprint)"},{"issue":"2","key":"1279_CR6","doi-asserted-by":"publisher","first-page":"649","DOI":"10.1137\/110825248","volume":"22","author":"X Chen","year":"2012","unstructured":"Chen, X., Wets, R.J.B., Zhang, Y.: Stochastic variational inequalities: residual minimization smoothing sample average approximations. SIAM J. Optim. 22(2), 649\u2013673 (2012)","journal-title":"SIAM J. Optim."},{"key":"1279_CR7","doi-asserted-by":"publisher","first-page":"51","DOI":"10.1007\/s10107-007-0163-z","volume":"117","author":"X Chen","year":"2009","unstructured":"Chen, X., Zhang, C., Fukushima, M.: Robust solution of monotone stochastic linear complementarity problems. Math. Program. 117, 51\u201380 (2009)","journal-title":"Math. Program."},{"issue":"1","key":"1279_CR8","doi-asserted-by":"publisher","first-page":"87","DOI":"10.1137\/S1052623499316520","volume":"11","author":"D Dentcheva","year":"2000","unstructured":"Dentcheva, D., R\u00f6misch, W.: Differential stability of two-stage stochastic programs. SIAM J. Optim. 11(1), 87\u2013112 (2000)","journal-title":"SIAM J. Optim."},{"issue":"4","key":"1279_CR9","doi-asserted-by":"publisher","first-page":"1087","DOI":"10.1137\/S1052623495284029","volume":"6","author":"AL Dontchev","year":"1996","unstructured":"Dontchev, A.L., Rockafellar, R.T.: Characterizations of strong regularity for variational inequalities over polyhedral convex sets. SIAM J. Optim. 6(4), 1087\u20131105 (1996)","journal-title":"SIAM J. Optim."},{"issue":"4","key":"1279_CR10","doi-asserted-by":"publisher","first-page":"1517","DOI":"10.1214\/aos\/1176351052","volume":"16","author":"J Dupacova","year":"1988","unstructured":"Dupacova, J., Wets, R.: Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems. Ann. Stat. 16(4), 1517\u20131549 (1988)","journal-title":"Ann. Stat."},{"key":"1279_CR11","volume-title":"Finite-Dimensional Variational Inequalities and Complementarity Problems","author":"F Facchinei","year":"2003","unstructured":"Facchinei, F., Pang, J.S.: Finite-Dimensional Variational Inequalities and Complementarity Problems, vol. I. Springer, New York (2003)"},{"key":"1279_CR12","doi-asserted-by":"publisher","first-page":"482","DOI":"10.1137\/050630805","volume":"18","author":"H Fang","year":"2007","unstructured":"Fang, H., Chen, X., Fukushima, M.: Stochastic R$$_0$$ matrix linear complementarity problems. SIAM J. Optim. 18, 482\u2013506 (2007)","journal-title":"SIAM J. Optim."},{"key":"1279_CR13","volume-title":"Complementarity and Variational Problems: State of the Art","author":"MC Ferris","year":"1997","unstructured":"Ferris, M.C., Pang, J.S.: Complementarity and Variational Problems: State of the Art. SIAM, Philadelphia (1997)"},{"key":"1279_CR14","doi-asserted-by":"publisher","first-page":"669","DOI":"10.1137\/S0036144595285963","volume":"39","author":"MC Ferris","year":"1997","unstructured":"Ferris, M.C., Pang, J.S.: Engineering and economic applications of complementarity problems. SIAM Rev. 39, 669\u2013713 (1997)","journal-title":"SIAM Rev."},{"key":"1279_CR15","series-title":"Lecture Notes in Statistics","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-01689-9","volume-title":"Computation of Multivariate Normal and t Probabilities","author":"A Genz","year":"2009","unstructured":"Genz, A., Bretz, F.: Computation of Multivariate Normal and t Probabilities. Lecture Notes in Statistics. Springer, Heidelberg (2009)"},{"key":"1279_CR16","unstructured":"Genz, A., Bretz, F., Miwa, T., Mi, X., Leisch, F., Scheipl, F., Hothorn, T.: mvtnorm: multivariate normal and t distributions (2013). \n                    http:\/\/CRAN.R-project.org\/package=mvtnorm\n                    \n                  . R package version 0.9-9996"},{"volume-title":"Variational Inequalities and Network Equilibrium Problems","year":"1995","key":"1279_CR17","unstructured":"Giannessi, F., Maugeri, A. (eds.): Variational Inequalities and Network Equilibrium Problems. Plenum Press, New York (1995)"},{"key":"1279_CR18","series-title":"Nonconvex optimization and its applications","volume-title":"Equilibrium Problems: Nonsmooth Optimization and Variational Inequality Models","year":"2001","unstructured":"Giannessi, F., Maugeri, A., Pardalos, P.M. (eds.): Equilibrium Problems: Nonsmooth Optimization and Variational Inequality Models. Nonconvex optimization and its applications, vol. 58. Kluwer Academic Publishers, Dordrecht (2001)"},{"issue":"1\u20132","key":"1279_CR19","doi-asserted-by":"publisher","first-page":"223","DOI":"10.1007\/s10107-007-0156-y","volume":"117","author":"G G\u00fcrkan","year":"2009","unstructured":"G\u00fcrkan, G., Pang, J.S.: Approximations of Nash equilibria. Math. Program. 117(1\u20132), 223\u2013253 (2009). \n                    https:\/\/doi.org\/10.1007\/10107-007-0156-y","journal-title":"Math. Program."},{"key":"1279_CR20","doi-asserted-by":"publisher","first-page":"313","DOI":"10.1007\/s101070050024","volume":"84","author":"G G\u00fcrkan","year":"1999","unstructured":"G\u00fcrkan, G., Yonca \u00d6zge, A., Robinson, S.M.: Sample-path solution of stochastic variational inequalities. Math. Program. 84, 313\u2013333 (1999)","journal-title":"Math. Program."},{"key":"1279_CR21","doi-asserted-by":"publisher","first-page":"161","DOI":"10.1007\/BF01582255","volume":"48","author":"PT Harker","year":"1990","unstructured":"Harker, P.T., Pang, J.S.: Finite-dimensional variational inequality and nonlinear complementarity problems: a survey of theory, algorithms, and applications. Math. Program. 48, 161\u2013220 (1990)","journal-title":"Math. Program."},{"key":"1279_CR22","unstructured":"Haurie, A., Zaccour, G., Legrand, J., Smeers, Y.: A stochastic dynamic nash-cournot model for the European gas market. Technical Report G-87-24, \u00c9cole des hautes \u00e9tudes commerciales, Montr\u00e9al, Qu\u00e9bec, Canada (1987)"},{"key":"1279_CR23","unstructured":"Huber, P.: The behavior of maximum likelihood estimates under nonstandard conditions. In: LeCam L., Neyman J. (eds.) Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics, pp. 221\u2013233. University of California Press, Berkeley, CA (1967)"},{"issue":"6","key":"1279_CR24","doi-asserted-by":"publisher","first-page":"1462","DOI":"10.1109\/TAC.2008.925853","volume":"53","author":"H Jiang","year":"2008","unstructured":"Jiang, H., Xu, H.: Stochastic approximation approaches to the stochastic variational inequality problem. IEEE Trans. Autom. Control 53(6), 1462\u20131475 (2008)","journal-title":"IEEE Trans. Autom. Control"},{"key":"1279_CR25","doi-asserted-by":"publisher","first-page":"148","DOI":"10.1287\/moor.18.1.148","volume":"18","author":"AJ King","year":"1993","unstructured":"King, A.J., Rockafellar, R.T.: Asymptotic theory for solutions in statistical estimation and stochastic programming. Math. Oper. Res. 18, 148\u2013162 (1993)","journal-title":"Math. Oper. Res."},{"issue":"1","key":"1279_CR26","doi-asserted-by":"publisher","first-page":"151","DOI":"10.1007\/s10107-016-1046-y","volume":"165","author":"M Lamm","year":"2017","unstructured":"Lamm, M., Lu, S., Budhiraja, A.: Individual confidence intervals for true solutions to expected value formulations stochastic variational inequalities. Math. Prog. Ser. B 165(1), 151\u2013196 (2017)","journal-title":"Math. Prog. Ser. B"},{"issue":"2","key":"1279_CR27","doi-asserted-by":"publisher","first-page":"425","DOI":"10.1007\/s10107-011-0442-6","volume":"134","author":"G Lan","year":"2012","unstructured":"Lan, G., Nemirovski, A., Shapiro, A.: Validation analysis of mirror descent stochastic approximation method. Math. Program. 134(2), 425\u2013458 (2012)","journal-title":"Math. Program."},{"key":"1279_CR28","doi-asserted-by":"publisher","first-page":"215","DOI":"10.1007\/s10479-006-6169-8","volume":"142","author":"J Linderoth","year":"2006","unstructured":"Linderoth, J., Shapiro, A., Wright, S.: The empirical behavior of sampling methods for stochastic programming. Ann. Oper. Res. 142, 215\u2013241 (2006)","journal-title":"Ann. Oper. Res."},{"issue":"9","key":"1279_CR29","doi-asserted-by":"publisher","first-page":"1431","DOI":"10.1080\/02331934.2012.727556","volume":"63","author":"S Lu","year":"2014","unstructured":"Lu, S.: A new method to build confidence regions for solutions of stochastic variational inequalities. Optimization 63(9), 1431\u20131443 (2014)","journal-title":"Optimization"},{"issue":"3","key":"1279_CR30","doi-asserted-by":"publisher","first-page":"1458","DOI":"10.1137\/13090506X","volume":"24","author":"S Lu","year":"2014","unstructured":"Lu, S.: Symmetric confidence regions and confidence intervals for normal map formulations of stochastic variational inequalities. SIAM J. Optim. 24(3), 1458\u20131484 (2014)","journal-title":"SIAM J. Optim."},{"key":"1279_CR31","doi-asserted-by":"publisher","first-page":"545","DOI":"10.1287\/moor.1120.0579","volume":"38","author":"S Lu","year":"2013","unstructured":"Lu, S., Budhiraja, A.: Confidence regions for stochastic variational inequalities. Math. Oper. Res. 38, 545\u2013568 (2013)","journal-title":"Math. Oper. Res."},{"issue":"2","key":"1279_CR32","doi-asserted-by":"publisher","first-page":"589","DOI":"10.1111\/rssb.12184","volume":"79","author":"S Lu","year":"2017","unstructured":"Lu, S., Liu, Y., Yin, L., Zhang, K.: Confidence intervals and retions for the lasso by using stochastic variational inequality techniques in optimization. J. R. Stat. Soc. Ser. B 79(2), 589\u2013611 (2017)","journal-title":"J. R. Stat. Soc. Ser. B"},{"key":"1279_CR33","doi-asserted-by":"publisher","first-page":"103","DOI":"10.1007\/s10957-008-9439-6","volume":"140","author":"M Luo","year":"2009","unstructured":"Luo, M., Lin, G.: Expected residual minimization method for stochastic variational inequality problems. J. Optim. Theory Appl. 140, 103\u2013116 (2009)","journal-title":"J. Optim. Theory Appl."},{"key":"1279_CR34","doi-asserted-by":"publisher","first-page":"311","DOI":"10.1287\/moor.15.2.311","volume":"15","author":"J Pang","year":"1990","unstructured":"Pang, J.: Newton\u2019s method for B-differentiable equations. Math. Oper. Res. 15, 311\u2013341 (1990)","journal-title":"Math. Oper. Res."},{"issue":"1\u20132","key":"1279_CR35","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1007\/s10107-007-0169-6","volume":"117","author":"JS Pang","year":"2009","unstructured":"Pang, J.S., Ralph, D.: Forward: Special issue on nonlinear programming, variational inequalities, and stochastic programming. Math. Program. 117(1\u20132), 1\u20134 (2009). \n                    https:\/\/doi.org\/10.1007\/s10107-007-0169-6","journal-title":"Math. Program."},{"issue":"1","key":"1279_CR36","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1137\/140983161","volume":"54","author":"C Phelps","year":"2016","unstructured":"Phelps, C., Royset, J.O., Gong, Q.: Optimal control of uncertain systems using sample average approximations. SIAM J. Control Optim. 54(1), 1\u201329 (2016)","journal-title":"SIAM J. Control Optim."},{"key":"1279_CR37","doi-asserted-by":"publisher","first-page":"1041","DOI":"10.1016\/0362-546X(94)90066-3","volume":"22","author":"D Ralph","year":"1994","unstructured":"Ralph, D.: On branching numbers of normal manifolds. Nonlinear Anal. Theory Methods Appl. 22, 1041\u20131050 (1994)","journal-title":"Nonlinear Anal. Theory Methods Appl."},{"issue":"1","key":"1279_CR38","doi-asserted-by":"publisher","first-page":"43","DOI":"10.1287\/moor.5.1.43","volume":"5","author":"SM Robinson","year":"1980","unstructured":"Robinson, S.M.: Strongly regular generalized equations. Math. Oper. Res. 5(1), 43\u201362 (1980)","journal-title":"Math. Oper. Res."},{"issue":"2","key":"1279_CR39","doi-asserted-by":"publisher","first-page":"292","DOI":"10.1287\/moor.16.2.292","volume":"16","author":"SM Robinson","year":"1991","unstructured":"Robinson, S.M.: An implicit-function theorem for a class of nonsmooth functions. Math. Oper. Res. 16(2), 292\u2013309 (1991)","journal-title":"Math. Oper. Res."},{"issue":"3","key":"1279_CR40","doi-asserted-by":"publisher","first-page":"691","DOI":"10.1287\/moor.17.3.691","volume":"17","author":"SM Robinson","year":"1992","unstructured":"Robinson, S.M.: Normal maps induced by linear transformations. Math. Oper. Res. 17(3), 691\u2013714 (1992)","journal-title":"Math. Oper. Res."},{"key":"1279_CR41","doi-asserted-by":"publisher","first-page":"257","DOI":"10.1007\/978-1-4899-1358-6_20","volume-title":"Variational Inequalities and Network Equilibrium Problems","author":"SM Robinson","year":"1995","unstructured":"Robinson, S.M.: Sensitivity analysis of variational inequalities by normal-map techniques. In: Giannessi, F., Maugeri, A. (eds.) Variational Inequalities and Network Equilibrium Problems, pp. 257\u2013269. Plenum Press, New York (1995)"},{"issue":"1","key":"1279_CR42","doi-asserted-by":"publisher","first-page":"331","DOI":"10.1007\/s10107-016-0995-5","volume":"165","author":"RT Rockafellar","year":"2017","unstructured":"Rockafellar, R.T., Wets, R.J.B.: Stochastic variational inequalities: single-stage to multistage. Math. Program. Ser. B 165(1), 331\u2013360 (2017)","journal-title":"Math. Program. Ser. B"},{"key":"1279_CR43","first-page":"483","volume-title":"Handbooks in Operations Research and Management Science","author":"W R\u00f6misch","year":"2003","unstructured":"R\u00f6misch, W.: Stability of stochastic programming problems. In: Ruszczy\u0144ski, A., Shapiro, A. (eds.) Handbooks in Operations Research and Management Science, vol. 10, pp. 483\u2013554. Elsevier, Amsterdam (2003)"},{"key":"1279_CR44","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4614-4340-7","volume-title":"Introduction to Piecewise Differentiable Equations","author":"S Scholtes","year":"2012","unstructured":"Scholtes, S.: Introduction to Piecewise Differentiable Equations. Springer, New York (2012)"},{"key":"1279_CR45","doi-asserted-by":"publisher","first-page":"829","DOI":"10.1287\/moor.18.4.829","volume":"18","author":"A Shapiro","year":"1993","unstructured":"Shapiro, A.: Asymptotic behavior of optimal solutions in stochastic programming. Math. Oper. Res. 18, 829\u2013845 (1993)","journal-title":"Math. Oper. Res."},{"key":"1279_CR46","doi-asserted-by":"crossref","unstructured":"Shapiro, A., Dentcheva, D., Ruszczy\u0144ski, A.P.: Lectures on Stochastic Programming: Modeling and Theory. Society for Industrial and Applied Mathematics and Mathematical Programming Society, Philadelphia, PA (2009)","DOI":"10.1137\/1.9780898718751"},{"issue":"1","key":"1279_CR47","doi-asserted-by":"publisher","first-page":"70","DOI":"10.1137\/S1052623498349541","volume":"11","author":"A Shapiro","year":"2000","unstructured":"Shapiro, A., Homem-de Mello, T.: On the rate of convergence of optimal solutions of monte carlo approximations of stochastic programs. SIAM J. Optim. 11(1), 70\u201386 (2000)","journal-title":"SIAM J. Optim."},{"key":"1279_CR48","doi-asserted-by":"publisher","first-page":"395","DOI":"10.1080\/02331930801954177","volume":"57","author":"A Shapiro","year":"2008","unstructured":"Shapiro, A., Xu, H.: Stochastic mathematical programs with equilibrium constraints, modeling and sample average approximation. Optimization 57, 395\u2013418 (2008)","journal-title":"Optimization"},{"issue":"1","key":"1279_CR49","doi-asserted-by":"publisher","first-page":"29","DOI":"10.1198\/000313002753631330","volume":"56","author":"LA Stefanski","year":"2002","unstructured":"Stefanski, L.A., Boos, D.D.: The calculus of M-estimation. Am. Stat. 56(1), 29\u201338 (2002)","journal-title":"Am. Stat."},{"issue":"3","key":"1279_CR50","doi-asserted-by":"publisher","first-page":"1467","DOI":"10.1137\/070680023","volume":"19","author":"S Vogel","year":"2008","unstructured":"Vogel, S.: Universal confidence sets for solutions of optimization problems. SIAM J. Optim. 19(3), 1467\u20131488 (2008)","journal-title":"SIAM J. Optim."},{"key":"1279_CR51","doi-asserted-by":"publisher","first-page":"595","DOI":"10.1214\/aoms\/1177729952","volume":"20","author":"A Wald","year":"1949","unstructured":"Wald, A.: Note on the consitency of the maximum likelihood estimate. Ann. Math. Stat. 20, 595\u2013601 (1949)","journal-title":"Ann. Math. Stat."},{"issue":"1","key":"1279_CR52","doi-asserted-by":"publisher","first-page":"103","DOI":"10.1142\/S0217595910002569","volume":"27","author":"H Xu","year":"2010","unstructured":"Xu, H.: Sample average approximation methods for a class of stochastic variational inequality problems. Asia Pac. J. Oper. Res. 27(1), 103\u2013119 (2010)","journal-title":"Asia Pac. J. Oper. Res."},{"key":"1279_CR53","unstructured":"Yin, L., Lu, S., Liu, Y.: Confidence intervals for sparse penalized regression with random designs (2015) (submitted for publication)"},{"issue":"3","key":"1279_CR54","doi-asserted-by":"publisher","first-page":"534","DOI":"10.1016\/j.trb.2010.09.008","volume":"45","author":"C Zhang","year":"2011","unstructured":"Zhang, C., Chen, X., Sumlee, A.: Robust Wardrop\u2019s user equilibrium assignment under stochastic demand and supply. Transp. Res. B 45(3), 534\u2013552 (2011)","journal-title":"Transp. Res. B"}],"container-title":["Mathematical Programming"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10107-018-1279-z.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10107-018-1279-z\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10107-018-1279-z.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,5,16]],"date-time":"2020-05-16T16:32:00Z","timestamp":1589646720000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10107-018-1279-z"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018,5,4]]},"references-count":54,"journal-issue":{"issue":"1-2","published-print":{"date-parts":[[2019,3]]}},"alternative-id":["1279"],"URL":"https:\/\/doi.org\/10.1007\/s10107-018-1279-z","relation":{},"ISSN":["0025-5610","1436-4646"],"issn-type":[{"type":"print","value":"0025-5610"},{"type":"electronic","value":"1436-4646"}],"subject":[],"published":{"date-parts":[[2018,5,4]]},"assertion":[{"value":"29 September 2016","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"13 April 2018","order":2,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"4 May 2018","order":3,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}