On the moment problems
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Publication:1365193
DOI10.1016/S0167-7152(96)00220-9zbMath0904.62021OpenAlexW2079652529MaRDI QIDQ1365193
Publication date: 28 August 1997
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00220-9
Characterization and structure theory of statistical distributions (62E10) (H^p)-spaces (42B30) Moment problems (44A60)
Related Items (27)
Krein condition and the Hilbert transform ⋮ Inference Problems Involving Moment Determinacy of Distributions ⋮ The Logarithmic Skew-Normal Distributions are Moment-Indeterminate ⋮ Stieltjes classes for moment-indeterminate probability distributions ⋮ Hausdorff moment problem: recovery of an unknown support for a probability density function ⋮ Recent developments on the moment problem ⋮ Non‐classical Tauberian and Abelian type criteria for the moment problem ⋮ Moment determinacy of powers and products of nonnegative random variables ⋮ Mixtures of power series distributions: identifiability via uniqueness in problems of moments ⋮ The truncated Stieltjes moment problem solved by using kernel density functions ⋮ On Lin's condition for products of random variables with singular joint distribution ⋮ New Checkable Conditions for Moment Determinacy of Probability Distributions ⋮ Hamburger moment problem for powers and products of random variables ⋮ Determinate multidimensional measures, the extended Carleman theorem and quasi-analytic weights ⋮ An iterative algorithm to bound partial moments ⋮ Hausdorff moment problem: Reconstruction of distributions ⋮ Hausdorff moment problem: reconstruction of probability density functions ⋮ A theorem of Malliavin applied to the uniqueness of probabilistic moments ⋮ Determinacy of a distribution with finitely many mass points by finitely many moments ⋮ Remarks on converse Carleman and Krein criteria for the classical moment problem ⋮ A new proof that the product of three or more exponential random variables is moment-indeterminate ⋮ Method for constructing Stieltjes classes for \(M\)-indeterminate probability distributions ⋮ On the moment-recovered approximations of regression and derivative functions with applications ⋮ Some properties of extreme stable laws and related infinitely divisible random variables ⋮ On Conditions for a Probability Distribution to Be Uniquely Determined by Its Moments ⋮ Recovery of functions from transformed moments: A unified approach ⋮ Moment information for probability distributions, without solving the moment problem. II: Main-mass, tails and shape approximation
Cites Work
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- On a family of indeterminate distributions
- The cube of a normal distribution is indeterminate
- The moment problem for polynomial forms in normal random variables
- LENGTH-BIASING, CHARACTERIZATIONS OF LAWS AND THE MOMENT PROBLEM
- Analyticity of Functions and Subalgebras of L ∞ Containing H ∞
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