An iterative algorithm to bound partial moments
From MaRDI portal
Publication:1729329
DOI10.1007/s00180-018-0825-8zbMath1417.65027OpenAlexW2883173742MaRDI QIDQ1729329
Publication date: 27 February 2019
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-018-0825-8
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Moment information and entropy evaluation for probability densities
- On the moment problem
- Hausdorff moment problem: Reconstruction of distributions
- Hausdorff moment problem: reconstruction of probability density functions
- Moment information for probability distributions, without solving the moment problem. II: Main-mass, tails and shape approximation
- An upper bound for SLP using first and total second moments
- On the moment problems
- Krein condition in probabilistic moment problems
- Some inequalities for probability, expectation, and variance of random variables defined over a finite interval
- Indeterminate moment problems and the theory of entire functions
- Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case
- Criteria for the Unique Determination of Probability Distributions by Moments
- Bounds on the Tail Probability and Absolute Difference Between Two Distributions
- Moment Information for Probability Distributions, Without Solving the Moment Problem. I: Where is the Mode?
- The Determination of Partial Moments
- Second-Order Lower Bounds on the Expectation of a Convex Function
This page was built for publication: An iterative algorithm to bound partial moments
