Hausdorff moment problem: reconstruction of probability density functions

DOI10.1016/j.spl.2008.01.054zbMath1310.62049OpenAlexW2070029751WikidataQ23920328 ScholiaQ23920328MaRDI QIDQ947192

Robert M. Mnatsakanov

Publication date: 29 September 2008

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

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.054

Mathematics Subject Classification ID

Density estimation (62G07)

Related Items (21)

Best probability density function for random sampled data ⋮ Entropy and density approximation from Laplace transforms ⋮ Hausdorff moment problem: recovery of an unknown support for a probability density function ⋮ Moment-recovered approximations of multivariate distributions: the Laplace transform inver\-sion ⋮ Approximations of copulas via transformed moments ⋮ The factorial-basis method for finding definite-sum solutions of linear recurrences with polynomial coefficients ⋮ Asymptotic behavior of weakly dependent aggregated processes ⋮ Moment information and entropy evaluation for probability densities ⋮ Hausdorff moment problem and fractional moments: a simplified procedure ⋮ Varying kernel density estimation on \(\mathbb R_+\) ⋮ Reconstruction of conditional expectations from product moments with applications ⋮ An iterative algorithm to bound partial moments ⋮ Approximation of the ruin probability using the scaled Laplace transform inversion ⋮ Determination of the distribution of total loss from the fractional moments of its exponential ⋮ Density estimation for RWRE ⋮ Hausdorff moment problem and fractional moments ⋮ Numerical determination of hitting time distributions from their Laplace transforms: simple cases ⋮ 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 ⋮ Uncertainty Quantification of Bifurcations in Random Ordinary Differential Equations

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• Krein condition in probabilistic moment problems
• Convergence of Best Entropy Estimates
• Consistency of the beta kernel density function estimator
• Some results for moment-empirical cumulative distribution functions

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