An iterative algorithm to bound partial moments

DOI10.1007/S00180-018-0825-8MaRDI QIDQ1729329zbMATH OpenOpenAlexWikidataFDO

Authors Sander Muns

Publication date 27 February 2019

Published in Computational Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s00180-018-0825-8

zbMATH Keywords

boundsmoment problemiteration convergencecensored distributions

Mathematics Subject Classification ID

Stochastic programming (90C15) Moment problems (44A60)

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Cited in

(2)

• Some preliminary observations on an algorithm for the computation of moment integrals
• A moment-matching Ferguson \& Klass algorithm

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