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  • Search: subject:"Moment Problem"
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Year of publication
Subject
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moment problem 10 Stieltjes class 8 Theorie 7 Mathematical programming 6 Mathematische Optimierung 6 Theory 6 Moment problem 5 Statistische Verteilung 5 Benini distribution 4 Stochastic process 4 Stochastischer Prozess 4 Generalized error distribution 3 Statistical distribution 3 characterization of distributions 3 generalized lognormal distribution 3 income distribution 3 lognormal distribution 3 size distribution 3 statistical distributions 3 volatility model 3 ARCH-Modell 2 Börsenkurs 2 Discrete moment problem 2 Einkommensverteilung 2 Estimation theory 2 Hausdorff moment problem 2 Hierarchy 2 Immobilienpreis 2 Income distribution 2 Konzentrationsmaß 2 Moment Problem 2 Optimization Problem 2 Optimization Techniques 2 Option pricing theory 2 Optionspreistheorie 2 Polynomial optimization 2 Portfolio selection 2 Portfolio-Management 2 Schätztheorie 2 Semidefinite Programming 2
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Online availability
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Undetermined 18 Free 12
Type of publication
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Article 20 Book / Working Paper 11
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Graue Literatur 4 Non-commercial literature 4 Working Paper 4 Arbeitspapier 2 Hochschulschrift 2 Article 1 Aufsatz im Buch 1 Book section 1 Thesis 1
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Language
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English 16 Undetermined 14 German 1
Author
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Kleiber, Christian 8 Ali, Safae El Haj Ben 2 Blanco, Victor 2 Puerto, Justo 2 Barlevy, Gadi 1 Brandt, Andreas 1 Chen, Xi 1 Corcuera, José Manuel 1 Dhamo, Vili 1 Emin, Youssouf 1 Filipović, Damir 1 Gosse, Laurent 1 Guggenberger, Patrik 1 He, Simai 1 Helmes, Kurt 1 Jiang, Bo 1 Kirschner, Felix 1 Kumaran, V. 1 Larsson, Martin 1 Lasserre, Jean-Bernard 1 Li, Shengqiao 1 Li, Ying 1 Minardi, Stefania 1 Mnatsakanov, Robert M. 1 Ni, Guyan 1 Ninh, Anh 1 Nualart, David 1 Pintarelli, María B. 1 Quijorna, María López 1 Runborg, Olof 1 Ryan, Christopher Thomas 1 Röhl, Stefan 1 Sapatinas, Theofanis 1 Savochkin, Andrei 1 Schoutens, Wim 1 Sibuya, Masaaki 1 Steenkamp, Andries 1 Stoyanov, Jordan 1 Swarnalatha, R. 1 Tröltzsch, Fredi 1
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Institution
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Wirtschaftswissenschaftliches Zentrum, Universität Basel 2 HAL 1 Society for Economic Dynamics - SED 1
Published in...
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Mathematics of operations research 3 Annals of the Institute of Statistical Mathematics 2 Computational Optimization and Applications 2 Dissertation Series CentER 2 Journal of Global Optimization 2 WWZ Discussion Paper 2 WWZ working paper 2 Working papers / Wirtschaftswissenschaftliches Zentrum, Universität Basel 2 2004 Meeting Papers 1 Annals of operations research ; volume 302, number 1 (July 2021) 1 Econometric Reviews 1 Finance and Stochastics 1 Finance and stochastics 1 Insurance / Mathematics & economics 1 Journal of Multivariate Analysis 1 Operations research 1 Operations research letters 1 Physica A: Statistical Mechanics and its Applications 1 Post-Print / HAL 1 Statistical Papers / Springer 1 Statistics & Probability Letters 1
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Source
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RePEc 15 ECONIS (ZBW) 12 EconStor 3 BASE 1
Showing 1 - 10 of 31
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Polynomial optimization : matrix factorization ranks, portfolio selection, and queueing theory
Steenkamp, Andries - 2023
Persistent link: https://www.econbiz.de/10014388473
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Conic optimization with applications in finance and approximation theory
Kirschner, Felix - 2023
Persistent link: https://www.econbiz.de/10014301389
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Detecting optimality and extracting solutions in polynomial optimization with the truncated GNS construction
Quijorna, María López - In: Journal of Global Optimization 81 (2021) 3, pp. 559-598
A basic closed semialgebraic subset of Rn\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb...
Persistent link: https://www.econbiz.de/10014501895
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A semidefinite relaxation method for partially symmetric tensor decomposition
Ni, Guyan; Li, Ying - In: Mathematics of operations research 47 (2022) 4, pp. 2931-2949
Persistent link: https://www.econbiz.de/10014311393
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The discrete moment problem with nonconvex shape constraints
Chen, Xi; He, Simai; Jiang, Bo; Ryan, Christopher Thomas; … - In: Operations research 69 (2021) 1, pp. 279-296
Persistent link: https://www.econbiz.de/10012523491
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Robust newsvendor problems with compound Poisson demands
Ninh, Anh - 2021
Persistent link: https://www.econbiz.de/10012605954
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Mean-risk portfolio management with bankruptcy prohibition
Wong, K. C.; Yam, Sheung Chi Phillip; Zeng, Jinli - In: Insurance / Mathematics & economics 85 (2019), pp. 153-172
Persistent link: https://www.econbiz.de/10011990627
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Semidefinite relaxations for Lebesgue and Gaussian measures of unions of basic semialgebraic sets
Lasserre, Jean-Bernard; Emin, Youssouf - In: Mathematics of operations research 44 (2019) 4, pp. 1477-1493
Persistent link: https://www.econbiz.de/10012128385
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On moment indeterminacy of the Benini income distribution
Kleiber, Christian - 2013
The Benini distribution is a lognormal-like distribution generalizing the Pareto distribution. Like the Pareto and the lognormal distributions it was originally proposed for modeling economic size distributions, notably the size distribution of personal income. This paper explores a...
Persistent link: https://www.econbiz.de/10011390688
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On moment indeterminacy of the Benini income distribution
Kleiber, Christian - Wirtschaftswissenschaftliches Zentrum, Universität Basel - 2013
<span lang="DE-CH">The Benini distribution is a lognormal-like distribution generalizing the Pareto distribution. Like the Pareto and the lognormal distributions it was originally proposed for modeling economic size distributions, notably the size distribution of personal income. This paper explores a...</span>
Persistent link: https://www.econbiz.de/10011031545
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