Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems

DOI10.1016/j.spl.2016.09.017zbMath1416.60034OpenAlexW2530953666MaRDI QIDQ342764

Mariyan Milev, Aldo Tagliani

Publication date: 18 November 2016

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

Full work available at URL: https://doi.org/10.1016/j.spl.2016.09.017

zbMATH Keywords

momentsdensityHankel matrixmaximum entropyentropy convergencehamburger and Stieltjes moment problem

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Moment problems (44A60)

Related Items (1)

A generalized measure of dispersion

Cites Work

• Unnamed Item
• Entropy-convergence in Stieltjes and Hamburger moment problem
• A geometric characterization of indeterminate moment sequences
• Convergence of Best Entropy Estimates
• Elements of Information Theory

This page was built for publication: Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems