Multivariate Chebyshev Inequality With Estimated Mean and Variance
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Publication:5885449
Cites work
- scientific article; zbMATH DE number 5654889 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- A Robust Optimization Perspective on Stochastic Programming
- A note on confidence regions based on the bivariate Chebyshev inequality applications to order statistics and data
- A very simple proof of the multivariate Chebyshev's inequality
- Can the bounds in the multivariate Chebyshev inequality be attained?
- Central limit theorems for empirical measures
- Generalized Chebyshev Bounds via Semidefinite Programming
- On complexity of stochastic programming problems
- Robust optimization
- Semidefinite Programming
Cited in
(8)- Uncertainty quantification in scientific machine learning: methods, metrics, and comparisons
- The multivariate Markov and multiple Chebyshev inequalities
- H-infinity set-membership observer design for discrete-time LPV systems
- A modified exchange algorithm for distributional robust optimization and applications in risk management
- Probabilistic reachable and invariant sets for linear systems with correlated disturbance
- Can the bounds in the multivariate Chebyshev inequality be attained?
- Novel bootstrap-based ellipsoidal convex model for non-probabilistic reliability-based design optimization with insufficient input data
- A multivariate Chebyshev bound of the Selberg form
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