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Efficient evaluation of the pdf of a random variable through the kernel density maximum entropy approach - MaRDI portal

Efficient evaluation of the pdf of a random variable through the kernel density maximum entropy approach (Q3619752)

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Efficient evaluation of the pdf of a random variable through the kernel density maximum entropy approach
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    Efficient evaluation of the pdf of a random variable through the kernel density maximum entropy approach (English)
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    9 April 2009
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    probabilistic methods
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    variational methods
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    maximum entropy distribution
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    uncertainty modelling
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    moment problem
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    numerical examples
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    probability density function
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    ground motions
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    extreme wind speed in Messina's Strait region
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