On the proximity of distributions in terms of coinciding fractional moments.
DOI10.1016/S0096-3003(02)00510-6zbMath1038.62008MaRDI QIDQ1412465
Publication date: 25 November 2003
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
moment problemHankel matrixmaximum entropyStieltjesfractional momentsLévy distancecloseness of probability measuresdistribution recovering
Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10) Approximations to statistical distributions (nonasymptotic) (62E17) Convergence of probability measures (60B10) Statistical aspects of information-theoretic topics (62B10)
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Cites Work
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- Entropy-convergence in Stieltjes and Hamburger moment problem
- The classical moment problem as a self-adjoint finite difference operator
- Bounds on the Tail Probability and Absolute Difference Between Two Distributions
- On the Reduced Moment Problem
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