Moment-recovered approximations of multivariate distributions: the Laplace transform inver\-sion

DOI10.1016/j.spl.2010.09.011zbMath1206.62104OpenAlexW1986928690MaRDI QIDQ617996

Robert M. Mnatsakanov

Publication date: 14 January 2011

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

Full work available at URL: https://doi.org/10.1016/j.spl.2010.09.011

zbMATH Keywords

Hausdorff moment problemmoment-recovered distributionuniform rate of approximation

Mathematics Subject Classification ID

Related Items (16)

Inference Problems Involving Moment Determinacy of Distributions ⋮ A Bayesian motivated Laplace inversion for multivariate probability distributions ⋮ Hausdorff moment problem: recovery of an unknown support for a probability density function ⋮ Approximations of copulas via transformed moments ⋮ Reconstruction of conditional expectations from product moments with applications ⋮ A note on recovering the distributions from exponential moments ⋮ Approximation of the ruin probability using the scaled Laplace transform inversion ⋮ Superresolution in the maximum entropy approach to invert Laplace transforms ⋮ Polynomial approximations for bivariate aggregate claims amount probability distributions ⋮ Determination of the distribution of total loss from the fractional moments of its exponential ⋮ Recovery of bivariate functions from the values of its Radon transform using Laplace inversion ⋮ On the moment-recovered approximations of regression and derivative functions with applications ⋮ Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments ⋮ ESTIMATION OF MULTIVARIATE SHANNON ENTROPY USING MOMENTS ⋮ Mean squared error minimization for inverse moment problems ⋮ To recovering the moments from the spherical mean Radon transform

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• What is the Laplace Transform?

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