Parameterfreie Abschätzung und Realisierung von Erwartungswerten
From MaRDI portal
Publication:3247484
DOI10.1007/BF02808864zbMath0080.12603MaRDI QIDQ3247484
Publication date: 1957
Published in: Blätter der DGVFM (Search for Journal in Brave)
Related Items (27)
On the relationship between the discrete and continuous bounding moment problems and their numerical solutions ⋮ Measure theoretic versions of linear programming ⋮ Zur Existenz von gemischten Momenten ⋮ The multidimensional truncated moment problem: the moment cone ⋮ The multidimensional truncated moment problem: Gaussian mixture reconstruction from derivatives of moments ⋮ The strong truncated Hamburger moment problem with and without gaps ⋮ Volumes of Sublevel Sets of Nonnegative Forms and Complete Monotonicity ⋮ Guaranteed deterministic approach to superhedging: most unfavorable scenarios of market behavior and the moment problem ⋮ The multidimensional truncated moment problem: Carathéodory numbers ⋮ The multidimensional truncated moment problem: atoms, determinacy, and core variety ⋮ Unnamed Item ⋮ The multidimensional truncated moment problem: Gaussian and log-normal mixtures, their Carathéodory numbers, and set of atoms ⋮ Idempotency of the hull-formation H ? ⋮ Variation of the expectation and quantiles of the mixture of ordered distributions under imprecise choice of prior ⋮ Applications of geometric moment theory related to optimal portfolio management ⋮ On the extreme points of moments sets ⋮ Energy on spheres and discreteness of minimizing measures ⋮ The multidimensional truncated moment problem: Carathéodory numbers from Hilbert functions ⋮ The truncated moment problem on curves y = q ( x ) and yx ℓ = 1 ⋮ Optimization-aided construction of multivariate Chebyshev polynomials ⋮ The generation of convex hulls ⋮ Moment problems on random rounding rules subject to two moment conditions ⋮ Ein Momentenproblem für Familien von Zufallsvariablen ⋮ An optimal Berry-Esseen type theorem for integrals of smooth functions ⋮ Unnamed Item ⋮ Improved methods for calculating and estimating maximal stop-loss premiums ⋮ Transformations of moment functionals
This page was built for publication: Parameterfreie Abschätzung und Realisierung von Erwartungswerten
