Moment-recovered approximations of multivariate distributions: the Laplace transform inver\-sion

DOI10.1016/j.spl.2010.09.011zbMath1206.62104MaRDI QIDQ617996

Robert M. Mnatsakanov

Publication date: 14 January 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.09.011

zbMATH Keywords

Hausdorff moment problem; moment-recovered distribution; uniform rate of approximation

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

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