Pages that link to "Item:Q5546400"

The following pages link to The General Moment Problem, A Geometric Approach (Q5546400):

Displaying 50 items.

• On the relationship between the discrete and continuous bounding moment problems and their numerical solutions (Q271981) (← links)
• A generalization of Löwner-John's ellipsoid theorem (Q494343) (← links)
• Worst case risk measurement: back to the future? (Q654815) (← links)
• Stationary-excess operator and convex stochastic orders (Q661209) (← links)
• On Chebyshev-Markov-Krein inequalities (Q714888) (← links)
• The discrete moment problem and linear programming (Q749441) (← links)
• Sensitivity of some standard Bayesian estimates to prior uncertainty: A comparison (Q753337) (← links)
• Smooth rate of weak convergence of convex type positive finite measures (Q755912) (← links)
• The rate of weak convergence of convex type positive finite measure (Q921318) (← links)
• Uniform convergence with rates for smooth Poisson-Cauchy-type singular integral operators (Q970065) (← links)
• Third-order extensions of Lo's semiparametric bound for European call options (Q1026788) (← links)
• Revisiting the role of multiplicative uncertainty in a model without inflationary bias (Q1046203) (← links)
• A ''K-attainable'' inequality related to the convergence of positive linear operators (Q1061963) (← links)
• A study of positive linear operators by the method of moments, one- dimensional case (Q1061964) (← links)
• Optimal residence time policy for product yield maximization in chemical reactors (Q1062910) (← links)
• Prophet regions and sharp inequalities for pth absolute moments of martingales (Q1077068) (← links)
• Principal representations and canonical moment sequences for distributions on an interval (Q1085513) (← links)
• The Lévy radius of a set of probability measures satisfying basic moment conditions involving \(\{t,t^ 2\}\) (Q1092502) (← links)
• On the degree of weak convergence of a sequence of finite measures to the unit measure under convexity (Q1095329) (← links)
• Rate of convergence of non-positive generalized convolution type operators (Q1124073) (← links)
• The minimum probability on an interval when the mean and variance are known (Q1146923) (← links)
• An upper bound for SLP using first and total second moments (Q1178443) (← links)
• Bounding separable recourse functions with limited distribution information (Q1178445) (← links)
• Weak convergence and the Prokhorov radius (Q1191762) (← links)
• An upper bound on the expectation of simplicial functions of multivariate random variables (Q1194856) (← links)
• Moment problems and their applications to the stability of queueing models (Q1202476) (← links)
• Sharp inequalities for convolution-type operators (Q1263027) (← links)
• An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
• The multidimensional truncated moment problem: Carathéodory numbers (Q1706563) (← links)
• The multidimensional truncated moment problem: atoms, determinacy, and core variety (Q1709720) (← links)
• Applying the minimax criterion in stochastic recourse programs (Q1771344) (← links)
• Moment problems on random rounding rules subject to two moment conditions (Q1806562) (← links)
• Robust Bayesian analysis: sensitivity to the prior (Q1813481) (← links)
• Algorithms for the solution of stochastic dynamic minimax problems (Q1908531) (← links)
• Rates of uniform Prokhorov convergence of probability measures with given three moments to a Dirac one (Q1972499) (← links)
• The multidimensional truncated moment problem: Carathéodory numbers from Hilbert functions (Q2035576) (← links)
• The Dutch Identity: a new tool for the study of item response models (Q2277739) (← links)
• A prophet inequality for \(L^2\)-martingales (Q2435756) (← links)
• Survey article: Bellman function method and sharp inequalities for martingales (Q2439530) (← links)
• Computing best bounds for nonlinear risk measures with partial information (Q2442516) (← links)
• Applications of geometric moment theory related to optimal portfolio management (Q2475911) (← links)
• Worst-case large-deviation asymptotics with application to queueing and information theory (Q2495380) (← links)
• Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057) (← links)
• The multidimensional truncated moment problem: the moment cone (Q2669362) (← links)
• The multidimensional truncated moment problem: Gaussian mixture reconstruction from derivatives of moments (Q2674329) (← links)
• Uncertainties in minimax stochastic programs (Q3111134) (← links)
• Uniform convergence with rates of smooth Gauss–Weierstrass singular integral operators (Q3182504) (← links)
• A Survey of Semidefinite Programming Approaches to the Generalized Problem of Moments and Their Error Analysis (Q3296188) (← links)
• Concentration function and sensitivity to the prior (Q3598339) (← links)
• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis (Q3778547) (← links)