Recovery of functions from transformed moments: A unified approach

Robert M. Mnatsakanov

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 7, 3174-3185

Abstract: 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.

Date: 2017
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DOI: 10.1080/03610926.2015.1056369

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