An improved Laguerre-Samuelson inequality of Chebyshev-Markov type

DOI10.1155/2014/832123zbMATH Open1327.60049OpenAlexW2128120439WikidataQ59060839 ScholiaQ59060839MaRDI QIDQ896734FDOQ896734

Authors: Werner Hürlimann 

Publication date: 11 December 2015

Published in: Journal of Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/832123

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Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• Relations, bounds and approximations for order statistics
• Analytical Bounds for two Value-at-Risk Functionals
• Extremal moment methods and stochastic orders. Application in actuarial science
• Some comments and a bibliography on the Laguerre-Samuelson inequality with extensions and applications in statistics and matrix theory
• Best bounds for expected financial payoffs. I: Algorithmic evaluation
• Best bounds for expected financial payoffs. II: Applications
• A Note on Skewness and Kurtosis

Cited In (3)

• Laguerre-Samuelson type inequalities
• An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications
• Some comments and a bibliography on the Laguerre-Samuelson inequality with extensions and applications in statistics and matrix theory

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