The truncated Stieltjes moment problem solved by using kernel density functions
From MaRDI portal
Recommendations
- Hausdorff moment problem: reconstruction of probability density functions
- Stieltjes moment problem via fractional moments
- Hausdorff moment problem and fractional moments: a simplified procedure
- Moment information for probability distributions, without solving the moment problem. II: Main-mass, tails and shape approximation
- Hausdorff moment problem: recovery of an unknown support for a probability density function
Cites work
- A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables
- A sequential particle filter method for static models
- Asymptotic analysis of tail probabilities based on the computation of moments
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
- Bounds on measures satisfying moment conditions.
- Calculation of maximum entropy densities with application to income distribution
- Criteria for the Unique Determination of Probability Distributions by Moments
- Efficient evaluation of the pdf of a random variable through the kernel density maximum entropy approach
- Entropy-convergence in Stieltjes and Hamburger moment problem
- Euclidean time formulation of the eigenvalue moment method: a moment problem-convexity analysis of Barnsley's theorem
- Géza Freud, orthogonal polynomials and Christoffel functions. A case study
- Hierarchical Dobi ski-type relations via substitution and the moment problem
- scientific article; zbMATH DE number 3649136 (Why is no real title available?)
- scientific article; zbMATH DE number 4024374 (Why is no real title available?)
- scientific article; zbMATH DE number 3708924 (Why is no real title available?)
- scientific article; zbMATH DE number 47670 (Why is no real title available?)
- scientific article; zbMATH DE number 3551792 (Why is no real title available?)
- scientific article; zbMATH DE number 3561857 (Why is no real title available?)
- scientific article; zbMATH DE number 1085980 (Why is no real title available?)
- scientific article; zbMATH DE number 3793774 (Why is no real title available?)
- scientific article; zbMATH DE number 3219899 (Why is no real title available?)
- scientific article; zbMATH DE number 3271087 (Why is no real title available?)
- scientific article; zbMATH DE number 3107192 (Why is no real title available?)
- Inverting the Sachs-Wolfe formula: an inverse problem arising in early-universe cosmology
- Krein condition in probabilistic moment problems
- Linear inverse problems with discrete data. I. General formulation and singular system analysis
- Maximum entropy principle and nonlinear stochastic oscillators
- Maximum-entropy approach with higher moments for solving Fokker-Planck equation
- Moment Information for Probability Distributions, Without Solving the Moment Problem. I: Where is the Mode?
- Moment information for probability distributions, without solving the moment problem. II: Main-mass, tails and shape approximation
- Moment problem formulation of the Schrödinger equation
- New generalized coherent states
- On powers of Stieltjes moment sequences, I
- On powers of Stieltjes moment sequences. II
- On the application of maximum entropy to the moments problem
- On the moment problem
- On the moment problems
- On the Relation Between Option and Stock Prices: A Convex Optimization Approach
- Optimal Inequalities in Probability Theory: A Convex Optimization Approach
- PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS
- Recovering a function from a finite number of moments
- Rigorous estimates of the tails of the probability distribution function for the random linear shear model.
- Sequential Monte Carlo Methods for Dynamic Systems
- Stieltjes moment problem and fractional moments
- Stieltjes moment problem via fractional moments
- Structure of Stieltjes classes of moment-equivalent probability laws
- The Characterization of the Solution Sets for Generalized Reduced Moment Problems and Its Application to Numerical Integration
- The truncated Stieltjes moment problem solved by using kernel density functions
- TRICOMI COHERENT STATES
- Uniform approximation by polynomials with positive coefficients
Cited in
(13)- Moment information for probability distributions, without solving the moment problem. II: Main-mass, tails and shape approximation
- Conditional optimization of the functional computational kernel algorithm for approximating the probability density on the basis of a given sample
- When is it no longer possible to estimate a compound Poisson process?
- A note on recovering the distributions from exponential moments
- Radiation transport modeling using extended quadrature method of moments
- Efficient evaluation of the pdf of a random variable through the kernel density maximum entropy approach
- Further theoretical and practical insight to the do-validated bandwidth selector
- Hausdorff moment problem and fractional moments: a simplified procedure
- The truncated Stieltjes moment problem solved by using kernel density functions
- A dynamic view to moment matching of truncated distributions
- Iterative polynomial approximation adapting to arbitrary probability distribution
- Mean squared error minimization for inverse moment problems
- Hausdorff moment problem and fractional moments
This page was built for publication: The truncated Stieltjes moment problem solved by using kernel density functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q442700)