On the concavity of multivariate probability distribution functions
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Publication:5949901
DOI10.1016/S0167-6377(01)00070-0zbMath0981.90047MaRDI QIDQ5949901
Publication date: 5 December 2001
Published in: Operations Research Letters (Search for Journal in Brave)
Related Items (5)
Eventual convexity of probability constraints with elliptical distributions ⋮ On the Convexity of Level-sets of Probability Functions ⋮ Partial sample average approximation method for chance constrained problems ⋮ Advances and applications of chance-constrained approaches to systems optimisation under uncertainty ⋮ Optimized Bonferroni approximations of distributionally robust joint chance constraints
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