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Exact lower bounds on the exponential moments of Winsorized and
  truncated random variables

Exact lower bounds on the exponential moments of Winsorized and truncated random variables

18 January 2010
I. Pinelis
ArXiv (abs)PDFHTML

Papers citing "Exact lower bounds on the exponential moments of Winsorized and truncated random variables"

3 / 3 papers shown
Title
An exact bound on the truncated-tilted mean for symmetric distributions
An exact bound on the truncated-tilted mean for symmetric distributions
I. Pinelis
60
2
0
23 May 2012
Tchebycheff systems and extremal problems for generalized moments: a
  brief survey
Tchebycheff systems and extremal problems for generalized moments: a brief survey
I. Pinelis
83
8
0
18 Jul 2011
Exact bounds on the truncated-tilted mean, with applications
Exact bounds on the truncated-tilted mean, with applications
I. Pinelis
50
0
0
18 Mar 2011
1