Maximizing Probability Bounds Under Moment-Matching Restrictions

DOI10.1080/00031305.2014.992960OpenAlexW2092690087WikidataQ58133883 ScholiaQ58133883MaRDI QIDQ5885348FDOQ5885348

Authors: Stephen Portnoy 

Publication date: 3 April 2023

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2014.992960

zbMATH Keywords

Gaussian quadraturemoment space

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• On the inversion of the Vandermonde matrix
• Solution of Vandermonde systems of equations
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• Moment-based approximations of distributions using mixtures: Theory and applications
• An Algorithm for the Inversion of Finite Hankel Matrices

Cited In (2)

• Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions
• Bounds on the expected maximum

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