Efficient evaluation of the pdf of a random variable through the kernel density maximum entropy approach (Q3619752)

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scientific article; zbMATH DE number 5542045
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    Efficient evaluation of the pdf of a random variable through the kernel density maximum entropy approach
    scientific article; zbMATH DE number 5542045

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      Efficient evaluation of the pdf of a random variable through the kernel density maximum entropy approach (English)
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      9 April 2009
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      probabilistic methods
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      variational methods
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      maximum entropy distribution
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      uncertainty modelling
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      moment problem
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      numerical examples
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      probability density function
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      ground motions
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      extreme wind speed in Messina's Strait region
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