Multivariate Chebyshev Inequality With Estimated Mean and Variance

DOI10.1080/00031305.2016.1186559OpenAlexW3098540671WikidataQ56140624 ScholiaQ56140624MaRDI QIDQ5885449

Paul J. Goulart, Bartolomeo Stellato, Bart P. G. Van Parys

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

zbMATH Keywords

samplingprobability boundsChebyshev's inequality

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (7)

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Cites Work

• Central limit theorems for empirical measures
• Can the bounds in the multivariate Chebyshev inequality be attained?
• A Robust Optimization Perspective on Stochastic Programming
• Generalized Chebyshev Bounds via Semidefinite Programming
• Semidefinite Programming
• A very simple proof of the multivariate Chebyshev's inequality
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