Recovering a distribution from its translated fractional moments

DOI10.1016/j.spl.2016.06.024zbMath1375.60127OpenAlexW2470914523MaRDI QIDQ312121

Henryk Gzyl, Aldo Tagliani

Publication date: 13 September 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.06.024

zbMATH Keywords

entropymaximum entropyKullback-Leibler distanceentropy convergencefractional moment

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Brownian motion (60J65)

Cites Work

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