A multivariate Chebyshev bound of the Selberg form

DOI10.1134/S0005117922080033MaRDI QIDQ2081114zbMATH OpenOpenAlexFDO

Authors A. S. Arkhipov, K. V. Semenikhin

Publication date 12 October 2022

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0005117922080033

zbMATH Keywords

hypothesis testingmoment problemmultivariate Chebyshev boundSelberg inequality

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Optimal stochastic control (93E20)

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Cites work

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Cited in

(2)

• Distributionally robust optimization by probability criterion for estimating a bounded signal
• Multivariate Selberg probability bound in distributionally robust optimization with statistical applications

Describes a project that uses

Uses Software

• SeDuMi
• CVX

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