Reconstruction of conditional expectations from product moments with applications
From MaRDI portal
Publication:458179
DOI10.1016/j.cam.2014.08.018zbMath1300.44001OpenAlexW2059669941MaRDI QIDQ458179
Publication date: 7 October 2014
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2014.08.018
Numerical methods for integral transforms (65R10) Moment problems (44A60) Applications of functional analysis in probability theory and statistics (46N30)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Moment-recovered approximations of multivariate distributions: the Laplace transform inver\-sion
- An introduction to copulas.
- On a family of indeterminate distributions
- Hausdorff moment problem: reconstruction of probability density functions
- Stieltjes moment problem and fractional moments
- Hausdorff moment problem and fractional moments
- A semidefinite programming approach to the generalized problem of moments
- Error analysis of the Björck-Pereyra algorithms for solving Vandermonde systems
- The cube of a normal distribution is indeterminate
- On inverses of Vandermonde and confluent Vandermonde matrices
- Hausdorff moment problem via fractional moments
- Hausdorff moment problem and maximum entropy: A unified approach
- On the distribution of the (un)bounded sum of random variables
- A note on recovering the distributions from exponential moments
- Introduction to stochastic control theory
- Inverses of Vandermonde Matrices
- Recovering a function from a finite number of moments
- Accuracy and Stability of Numerical Algorithms
- Stieltjes classes for moment-indeterminate probability distributions
- Estimation and Accuracy After Model Selection
- Measurement Error in Nonlinear Models
- Solution of Vandermonde systems of equations
- Numerical aspects of finite Hausdorff moment problem by maximum entropy approach