Maximum Entropy Density Estimation from Fractional Moments

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)

zbMATH Keywords

Hankel matrix; Hausdorff moment problem

Mathematics Subject Classification ID

62G07: Density estimation

62B10: Statistical aspects of information-theoretic topics

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Cites Work

• The moment generating function has its moments
• Entropy-convergence in Stieltjes and Hamburger moment problem
• Convergence of Best Entropy Estimates
• Unnamed Item