On estimating the information fraction being induced by a finite sequence of moments

Yishan Zang, Serge B. Provost and Michel Adès

Communications in Statistics - Theory and Methods, 2025, vol. 54, issue 20, 6631-6651

Abstract: This article introduces a methodology for quantifying the proportion of information that sets of consecutive moments contain. The proposed approach relates a sequence of moments, up to a given order, to certain points that are deemed representative of the target distribution. It involves the use of Fritsch-Carlson monotonic interpolants in conjunction with the Kullback-Leibler measure of divergence. Four illustrative examples are presented.

Date: 2025
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2025.2461605 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:54:y:2025:i:20:p:6631-6651

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2025.2461605

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().