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  • Search: subject:"Moment Problem"
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Year of publication
Subject
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moment problem 10 Stieltjes class 8 Theorie 7 Mathematical programming 6 Mathematische Optimierung 6 Theory 6 Moment problem 5 Statistische Verteilung 5 Benini distribution 4 Stochastic process 4 Stochastischer Prozess 4 Generalized error distribution 3 Statistical distribution 3 characterization of distributions 3 generalized lognormal distribution 3 income distribution 3 lognormal distribution 3 size distribution 3 statistical distributions 3 volatility model 3 ARCH-Modell 2 Börsenkurs 2 Discrete moment problem 2 Einkommensverteilung 2 Estimation theory 2 Hausdorff moment problem 2 Hierarchy 2 Immobilienpreis 2 Income distribution 2 Konzentrationsmaß 2 Moment Problem 2 Optimization Problem 2 Optimization Techniques 2 Option pricing theory 2 Optionspreistheorie 2 Polynomial optimization 2 Portfolio selection 2 Portfolio-Management 2 Schätztheorie 2 Semidefinite Programming 2
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Online availability
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Undetermined 18 Free 12
Type of publication
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Article 20 Book / Working Paper 11
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Graue Literatur 4 Non-commercial literature 4 Working Paper 4 Arbeitspapier 2 Hochschulschrift 2 Article 1 Aufsatz im Buch 1 Book section 1 Thesis 1
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Language
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English 16 Undetermined 14 German 1
Author
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Kleiber, Christian 8 Ali, Safae El Haj Ben 2 Blanco, Victor 2 Puerto, Justo 2 Barlevy, Gadi 1 Brandt, Andreas 1 Chen, Xi 1 Corcuera, José Manuel 1 Dhamo, Vili 1 Emin, Youssouf 1 Filipović, Damir 1 Gosse, Laurent 1 Guggenberger, Patrik 1 He, Simai 1 Helmes, Kurt 1 Jiang, Bo 1 Kirschner, Felix 1 Kumaran, V. 1 Larsson, Martin 1 Lasserre, Jean-Bernard 1 Li, Shengqiao 1 Li, Ying 1 Minardi, Stefania 1 Mnatsakanov, Robert M. 1 Ni, Guyan 1 Ninh, Anh 1 Nualart, David 1 Pintarelli, María B. 1 Quijorna, María López 1 Runborg, Olof 1 Ryan, Christopher Thomas 1 Röhl, Stefan 1 Sapatinas, Theofanis 1 Savochkin, Andrei 1 Schoutens, Wim 1 Sibuya, Masaaki 1 Steenkamp, Andries 1 Stoyanov, Jordan 1 Swarnalatha, R. 1 Tröltzsch, Fredi 1
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Institution
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Wirtschaftswissenschaftliches Zentrum, Universität Basel 2 HAL 1 Society for Economic Dynamics - SED 1
Published in...
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Mathematics of operations research 3 Annals of the Institute of Statistical Mathematics 2 Computational Optimization and Applications 2 Dissertation Series CentER 2 Journal of Global Optimization 2 WWZ Discussion Paper 2 WWZ working paper 2 Working papers / Wirtschaftswissenschaftliches Zentrum, Universität Basel 2 2004 Meeting Papers 1 Annals of operations research ; volume 302, number 1 (July 2021) 1 Econometric Reviews 1 Finance and Stochastics 1 Finance and stochastics 1 Insurance / Mathematics & economics 1 Journal of Multivariate Analysis 1 Operations research 1 Operations research letters 1 Physica A: Statistical Mechanics and its Applications 1 Post-Print / HAL 1 Statistical Papers / Springer 1 Statistics & Probability Letters 1
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Source
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RePEc 15 ECONIS (ZBW) 12 EconStor 3 BASE 1
Showing 11 - 20 of 31
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On moment indeterminacy of the Benini income distribution
Kleiber, Christian - 2013
The Benini distribution is a lognormal-like distribution generalizing the Pareto distribution. Like the Pareto and the lognormal distributions it was originally proposed for modeling economic size distributions, notably the size distribution of personal income. This paper explores a...
Persistent link: https://www.econbiz.de/10009772192
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Sharp probability bounds for the binomial moment problem with symmetry
Swarnalatha, R.; Kumaran, V. - In: Operations research letters 46 (2018) 1, pp. 37-43
Persistent link: https://www.econbiz.de/10011807906
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Multivariate distributions and the moment problem
Kleiber, Christian; Stoyanov, Jordan - In: Journal of Multivariate Analysis 113 (2013) C, pp. 7-18
For any multivariate distribution with finite moments we can ask, as in the univariate case, whether or not the distribution is uniquely determined by its moments. In this paper, we summarize, unify and extend some results that are widely scattered in the mathematical and statistical literature....
Persistent link: https://www.econbiz.de/10010588054
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The Generalized Lognormal Distribution and the Stieltjes Moment Problem
Kleiber, Christian - 2012
This paper studies a Stieltjes-type moment problem defined by the generalized lognormal distribution, a heavy … the moment problem is not of interest in these cases. For other values, the distribution has moments of all orders, yet it …
Persistent link: https://www.econbiz.de/10011390679
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The Generalized Lognormal Distribution and the Stieltjes Moment Problem
Kleiber, Christian - Wirtschaftswissenschaftliches Zentrum, Universität Basel - 2012
This paper studies a Stieltjes-type moment problem defined by the generalized lognormal distribution, a heavy … the moment problem is not of interest in these cases. For other values, the distribution has moments of all orders, yet it …
Persistent link: https://www.econbiz.de/10010827667
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The generalized lognormal distribution and the Stieltjes moment problem
Kleiber, Christian - 2012
This paper studies a Stieltjes-type moment problem defined by the generalized lognormal distribution, a heavy … the moment problem is not of interest in these cases. For other values, the distribution has moments of all orders, yet it …
Persistent link: https://www.econbiz.de/10009718091
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Characterizations of smooth ambiguity based on continuous and discrete data
Minardi, Stefania; Savochkin, Andrei - In: Mathematics of operations research 42 (2017) 1, pp. 167-178
Persistent link: https://www.econbiz.de/10011654617
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Polynomial diffusions and applications in finance
Filipović, Damir; Larsson, Martin - In: Finance and stochastics 20 (2016) 4, pp. 931-972
Persistent link: https://www.econbiz.de/10011570151
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Existence, uniqueness and a constructive solution algorithm for a class of finite Markov moment problems
Gosse, Laurent; Runborg, Olof - HAL - 2008
We consider a class of finite Markov moment problems with arbitrary number of positive and negative branches. We show criteria for the existence and uniqueness of solutions, and we characterize in detail the non-unique solution families. Moreover, we present a constructive algorithm to solve the...
Persistent link: https://www.econbiz.de/10008789164
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A Semidefinite Programming approach for solving Multiobjective Linear Programming
Blanco, Victor; Puerto, Justo; Ali, Safae El Haj Ben - In: Journal of Global Optimization 58 (2014) 3, pp. 465-480
Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions of Multiobjective Linear Programmes (MOLPs). However, all of them are based on active-set methods (simplex-like approaches). We present a different method, based on a transformation of any...
Persistent link: https://www.econbiz.de/10010845814
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