Multivariate Chebyshev Inequality With Estimated Mean and Variance
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Publication:5885449
DOI10.1080/00031305.2016.1186559OpenAlexW3098540671WikidataQ56140624 ScholiaQ56140624MaRDI QIDQ5885449FDOQ5885449
Authors: Bartolomeo Stellato, Bart P. G. Van Parys, Paul J. Goulart 
Publication date: 3 April 2023
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.08398
Cites Work
- Title not available (Why is that?)
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- Semidefinite Programming
- Robust optimization
- Generalized Chebyshev Bounds via Semidefinite Programming
- A very simple proof of the multivariate Chebyshev's inequality
- A Robust Optimization Perspective on Stochastic Programming
- Central limit theorems for empirical measures
- On complexity of stochastic programming problems
- A note on confidence regions based on the bivariate Chebyshev inequality applications to order statistics and data
- Can the bounds in the multivariate Chebyshev inequality be attained?
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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