Chebyshev inequalities for products of random variables
Napat Rujeerapaiboon, Daniel Kuhn, Wolfram Wiesemann
| Year of publication: |
August 2018
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|---|---|
| Authors: | Rujeerapaiboon, Napat ; Kuhn, Daniel ; Wiesemann, Wolfram |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 43.2018, 3, p. 887-918
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| Subject: | Chebyshev inequality | probability bounds | distributionally robust optimization | convex optimization | Theorie | Theory | Robustes Verfahren | Robust statistics | Wahrscheinlichkeitsrechnung | Probability theory | Einkommensverteilung | Income distribution | Mathematische Optimierung | Mathematical programming | Zufallsvariable | Random variable |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2017.0888 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011914382