A Unified Approach to the Moments Based Distribution Estimation - Unbounded Support

A Unified Approach to the Moments Based Distribution Estimation - Unbounded Support
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基于矩的分布估计的统一方法 - Unbounded Support

DOI:
10.1007/11549970_7
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发表时间:
2005
期刊:
影响因子:
3.7
通讯作者:
P. Buchholz
P. Buchholz
中科院分区:
综合性期刊3区
文献类型:
--
作者:
Á. Tari;M. Telek;P. Buchholz

文献摘要

被引文献

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矩问题的研究已有世纪之久。本文讨论了一个与矩问题有关的实际问题,即基于给定矩数的分布的界。所提出的方法是统一的意义上说,所有的措施的利益提供作为一个二次表达相同的Hankel矩阵。 应用实例表明了该方法的重要性。
The problem of moments has been studied for more than a century. This paper discusses a practical issue related to the problem of moments namely the bounding of a distribution based on a given number of moments. The presented approach is unified in the sense that all measures of interests are provided as a quadratic expression of the same Hankel-matrix. Application examples indicate the importance of the presented approach.