Recovery of functions fromtransformed moments: A unified approach

被引：2
作者：
Mnatsakanov, Robert M. [1 ]
机构：
[1] West Virginia Univ, Dept Stat, 83 Beechurst Ave,POB 6330, Morgantown, WV 26506 USA
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2017年 / 46卷 / 07期
关键词：
Moment-recovered approximation; Moment-determinate functions; Non-parametric estimation; Demixing; Deconvolution; MAXIMUM-ENTROPY; DISTRIBUTIONS;
D O I：
10.1080/03610926.2015.1056369
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Two approximations recovering the functions from their transformed moments are proposed. The upper bounds for the uniform rate of convergence are derived. In addition, the comparisons of the estimates of the cumulative distribution function and its density function with the empirical distribution and the kernel density estimates are conducted via a simulation study. The plots of recovered functions are presented for several examples as well.
引用
收藏
页码：3174 / 3185
页数：12
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