On sharpness of Tchebycheff-type inequalities
From MaRDI portal
Publication:2555349
DOI10.1007/BF02868641zbMath0245.60014WikidataQ92170497 ScholiaQ92170497MaRDI QIDQ2555349
Publication date: 1963
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Related Items
On the relationship between the discrete and continuous bounding moment problems and their numerical solutions ⋮ The worst-case discounted regret portfolio optimization problem ⋮ TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION ⋮ Frameworks and results in distributionally robust optimization ⋮ Distributionally Robust Optimization with Principal Component Analysis ⋮ Tight tail probability bounds for distribution-free decision making ⋮ Multi-label learning via minimax probability machine ⋮ Routing optimization with time windows under uncertainty ⋮ On the multistage shortest path problem under distributional uncertainty ⋮ The value of side information in network flow optimization ⋮ Computing best bounds for nonlinear risk measures with partial information ⋮ Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets ⋮ Worst case risk measurement: back to the future? ⋮ On reduced semidefinite programs for second order moment bounds with applications ⋮ Distributionally robust chance constrained problems under general moments information ⋮ Maximizing the expected range from dependent observations under mean–variance information ⋮ A MEAN–VARIANCE BOUND FOR A THREE-PIECE LINEAR FUNCTION ⋮ A vehicle routing problem with distribution uncertainty in deadlines ⋮ A semidefinite programming approach to the generalized problem of moments ⋮ Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios ⋮ Inequalities of the type of Chebyshev and Cramer-Rao and mathematical programming ⋮ Minimax analysis of stochastic problems ⋮ Chebyshev Inequalities for Products of Random Variables ⋮ Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information ⋮ Robust Wasserstein profile inference and applications to machine learning ⋮ Distributionally robust optimization. A review on theory and applications ⋮ A new approach for worst-case regret portfolio optimization problem ⋮ Environmental game modeling with uncertainties ⋮ Convex Optimal Uncertainty Quantification ⋮ TIGHT BOUNDS ON EXPECTED ORDER STATISTICS ⋮ Tight bounds for a class of data-driven distributionally robust risk measures ⋮ Generalized Gauss inequalities via semidefinite programming
Cites Work
- Unnamed Item
- The extrema of probability determined by generalized moments. I: Bounded random variables
- On a method for generalizations of Chebyshev's inequality
- Bounds on probability for non-negative random variables
- Game theoretic proof that Chebyshev inequalities are sharp
- Multivariate Chebyshev Inequalities
- On the Fundamental Lemma of Neyman and Pearson
