A note on proximity of distributions in terms of coinciding moments.

DOI10.1016/S0096-3003(02)00477-0zbMath1038.62012MaRDI QIDQ1412438

Aldo Tagliani

Publication date: 25 November 2003

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

Hankel matrixmaximum entropyproximity of distributionsLévy and Zolotarev distancemoment-based distribution approximationvalue-at-risk evaluation

Mathematics Subject Classification ID

Related Items (6)

GMM estimation of a maximum entropy distribution with interval data ⋮ Maximum Entropy Approximations for Asymptotic Distributions of Smooth Functions of Sample Means ⋮ Non-Gaussian Bayesian filtering by density parametrization using power moments ⋮ On the truncated Hausdorff moment problem under Sobolev regularity conditions ⋮ On generalization in moment-based domain adaptation ⋮ Partially adaptive estimation via the maximum entropy densities

Cites Work

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• Entropy-convergence in Stieltjes and Hamburger moment problem
• An upper bound for entropy of discrete distributions having assigned moments
• Entropy estimate of probability densities having assigned moments: Hausdorff case
• Sharper lower bounds for discrimination information in terms of variation (Corresp.)
• On the Reduced Moment Problem
• A note on estimating the diameter of a truncated moment class

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