Generalized Gauss inequalities via semidefinite programming
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- scientific article; zbMATH DE number 6385350
Cites work
- scientific article; zbMATH DE number 193483 (Why is no real title available?)
- scientific article; zbMATH DE number 729680 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- 10.1162/153244303321897726
- A Generalization of Tshebyshev's Inequality to Two Dimensions
- A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions
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- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Distributionally robust stochastic knapsack problem
- Generalized Chebychev Inequalities: Theory and Applications in Decision Analysis
- Generalized Chebyshev Bounds via Semidefinite Programming
- Generalized Gauss-Chebyshev inequalities for unimodal distributions
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- Minimax analysis of stochastic problems
- Moments of non-negative mass
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- On sharpness of Tchebycheff-type inequalities
- On the Relation Between Option and Stock Prices: A Convex Optimization Approach
- On the Relationship Between Robust Minimum Variance Beamformers With Probabilistic and Worst-Case Distortionless Response Constraints
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- Optimization under probabilistic envelope constraints
- Persistency model and its applications in choice modeling
- Solving semidefinite-quadratic-linear programs using SDPT3
- VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING
- Variational Analysis
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- Moment Problem and Its Applications to Risk Assessment
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- Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems
- Distributionally robust optimization with principal component analysis
- A multivariate Chebyshev bound of the Selberg form
- Two-sided probability bound for a symmetric unimodal random variable
- A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions
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- Grothendieck inequalities for semidefinite programs with rank constraint
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- Global probability maximization for a Gaussian bilateral inequality in polynomial time
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