Recovery of a quantile function from moments

DOI10.1016/j.cam.2016.11.028zbMath1357.62156OpenAlexW2562954426MaRDI QIDQ729882

Robert M. Mnatsakanov, Aleksandre Sborshchikovi

Publication date: 22 December 2016

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2016.11.028

zbMATH Keywords

Laplace transform inversionquantile functionLorenz curvemoment-recovered approximation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Characteristic functions; other transforms (60E10) Moment problems (44A60)

Related Items

Recovery of ruin probability and value at risk from the scaled Laplace transform inversion, Recovery of quantile and quantile density function using the frequency moments, Approximations of copulas via transformed moments

Cites Work

• On the moment-recovered approximations of regression and derivative functions with applications
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• A Smooth Nonparametric Estimator of a Quantile Function
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• A New Kernel Distribution Function Estimator Based on a Non‐parametric Transformation of the Data
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