Maximum Entropy Density Estimation from Fractional Moments

From MaRDI portal
Publication:4797734

DOI10.1081/STA-120018189zbMath1025.62013MaRDI QIDQ4797734

Aldo Tagliani, P. L. Novi Inverardi

Publication date: 6 March 2003

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)




Related Items

Algebraic Perspectives on Signomial OptimizationRecovering a distribution from its translated fractional momentsIn search of the best approximantUse of the geometric mean as a statistic for the scale of the coupled Gaussian distributionsDiscrete distributions from moment generating functionEntropy and density approximation from Laplace transformsMotion reliability modeling and evaluation for manipulator path planning taskMoment-independent regional sensitivity analysis of complicated models with great efficiencyHausdorff moment problem and fractional moments: a simplified procedureOptimal maximum entropy quantile function for fractional probability weighted moments and its applications in reliability analysisHausdorff moment problem: Reconstruction of distributionsDetermination of the distribution of total loss from the fractional moments of its exponentialStieltjes moment problem via fractional momentsStieltjes moment problem and fractional momentsHausdorff moment problem and fractional momentsDetermination of the probability of ultimate ruin by maximum entropy applied to fractional momentsAn effective approach for probabilistic lifetime modelling based on the principle of maximum entropy with fractional momentsOptimal predictive densities and fractional momentsA new fractional moment equation method for the response prediction of nonlinear stochastic systemsReliability computation via a transformed mixed-degree cubature rule and maximum entropy



Cites Work