Moment bounds for truncated random variables

DOI10.1016/j.spl.2009.06.002zbMath1170.62013OpenAlexW1996241687MaRDI QIDQ842962

Wenbo V. Li, Guoqing Liu

Publication date: 28 September 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.06.002

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Statistical distribution theory (62E99)

Related Items (4)

On distributional robust probability functions and their computations ⋮ Variance Bounds for Functions of Unimodal Random Variable ⋮ Computing best bounds for nonlinear risk measures with partial information ⋮ Semiparametric bounds of mean and variance for exotic options

Cites Work

• Generalized Chebyshev Bounds via Semidefinite Programming
• On the Relation Between Option and Stock Prices: A Convex Optimization Approach
• Optimal Inequalities in Probability Theory: A Convex Optimization Approach
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