Advanced Search
MyIDEAS: Login

Hausdorff moment problem: Reconstruction of probability density functions

Contents:

Author Info

  • Mnatsakanov, Robert M.
Registered author(s):

    Abstract

    The problem of recovering a moment-determinate probability density function (pdf) from its moments is studied. The proposed construction provides a method for recovery of different pdfs via simple transformations of the moment sequences. Uniform and L1-rates of convergence of moment-recovered pdfs are obtained. Finally, some applications and examples are briefly discussed.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.sciencedirect.com/science/article/B6V1D-4RR8YM4-2/2/dd425d4fdf3ae8baeb53270728354588
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 78 (2008)
    Issue (Month): 13 (September)
    Pages: 1869-1877

    as in new window
    Handle: RePEc:eee:stapro:v:78:y:2008:i:13:p:1869-1877

    Contact details of provider:
    Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description

    Order Information:
    Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
    Web: https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01

    Related research

    Keywords:

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. Chen, Song Xi, 1999. "Beta kernel estimators for density functions," Computational Statistics & Data Analysis, Elsevier, vol. 31(2), pages 131-145, August.
    2. Gwo Dong Lin, 1997. "On the moment problems," Statistics & Probability Letters, Elsevier, vol. 35(1), pages 85-90, August.
    3. Mnatsakanov, Robert M., 2008. "Hausdorff moment problem: Reconstruction of distributions," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1612-1618, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Mnatsakanov, Robert M., 2011. "Moment-recovered approximations of multivariate distributions: The Laplace transform inversion," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 1-7, January.
    2. Mnatsakanov, Robert M. & Li, Shengqiao, 2013. "The Radon transform inversion using moments," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 936-942.
    3. Mnatsakanov, Robert & Sarkisian, Khachatur, 2012. "Varying kernel density estimation on R+," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1337-1345.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:78:y:2008:i:13:p:1869-1877. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.