Maximizing Probability Bounds Under Moment-Matching Restrictions

DOI10.1080/00031305.2014.992960MaRDI QIDQ5885348OpenAlexWikidataFDO

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

• scientific article; zbMATH DE number 3158096 (Why is no real title available?)
• scientific article; zbMATH DE number 3219899 (Why is no real title available?)
• scientific article; zbMATH DE number 3246461 (Why is no real title available?)
• scientific article; zbMATH DE number 3107192 (Why is no real title available?)
• An Algorithm for the Inversion of Finite Hankel Matrices
• Moment-based approximations of distributions using mixtures: Theory and applications
• On the inversion of the Vandermonde matrix
• Solution of Vandermonde systems of equations

Cited in

(2)

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

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