Multivariate Selberg probability bound in distributionally robust optimization with statistical applications

DOI10.1007/978-3-031-97077-1_21MaRDI QIDQ6884676zbMATH OpenFDO

Authors K. V. Semenikhin

Publication date 15 December 2025

Full work available at URL https://doi.org/10.1007/978-3-031-97077-1_21

zbMATH Keywords

distributionally robust estimationmultivariate Selberg probability boundstochastic optimization

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic programming (90C15) Robustness in mathematical programming (90C17)

Cites work

• A multivariate Chebyshev bound of the Selberg form
• Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization
• Distributionally robust optimization under moment uncertainty with application to data-driven problems
• Distributionally robust state estimation for nonlinear systems
• Frameworks and results in distributionally robust optimization
• Generalized Chebyshev Bounds via Semidefinite Programming
• scientific article; zbMATH DE number 3246461 (Why is no real title available?)
• Introduction to nonparametric estimation
• Minimax estimation by probabilistic criterion
• Robust Mean-Covariance Solutions for Stochastic Optimization

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