Hausdorff moment problem: Reconstruction of distributions

DOI10.1016/j.spl.2008.01.011zbMath1152.62012OpenAlexW2065263105WikidataQ23920327 ScholiaQ23920327MaRDI QIDQ945812

Robert M. Mnatsakanov

Publication date: 17 September 2008

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

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.011

zbMATH Keywords

Hausdorff moment problemmoment-recovered distributionuniform rate of approximation\(L_{1}\)-rate of approximationbeta \((a,b)\) distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Distribution theory (60E99)

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Cites Work

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• Regularized inversion of noisy Laplace transforms
• On the moment problems
• Hausdorff moment problem via fractional moments
• Numerical inversion of the Laplace transform via fractional moments
• Moment-based approximations of distributions using mixtures: Theory and applications
• Krein condition in probabilistic moment problems
• Maximum Entropy Density Estimation from Fractional Moments
• Some results for moment-empirical cumulative distribution functions

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