Entropy and density approximation from Laplace transforms
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DOI: 10.1016/j.amc.2015.05.020
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References listed on IDEAS
- Mnatsakanov, Robert M., 2008. "Hausdorff moment problem: Reconstruction of distributions," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1612-1618, September.
- Henryk Gzyl & Pier Luigi Novi Inverardi & Aldo Tagliani, 2014. "Fractional Moments and Maximum Entropy: Geometric Meaning," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(17), pages 3596-3601, September.
- Mnatsakanov, Robert M., 2008. "Hausdorff moment problem: Reconstruction of probability density functions," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1869-1877, September.
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Cited by:
- Zhang, Yang & Xu, Jun & Gardoni, Paolo, 2024. "A loading contribution degree analysis-based strategy for time-variant reliability analysis of structures under multiple loading stochastic processes," Reliability Engineering and System Safety, Elsevier, vol. 243(C).
- Zhang, Yang & Xu, Jun & Beer, Michael, 2023. "A single-loop time-variant reliability evaluation via a decoupling strategy and probability distribution reconstruction," Reliability Engineering and System Safety, Elsevier, vol. 232(C).
- Dang, Chao & Xu, Jun, 2020. "Unified reliability assessment for problems with low- to high-dimensional random inputs using the Laplace transform and a mixture distribution," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
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Keywords
Entropy convergence; Fractional moments; Kullback–Leibler distance; Laplace transform; Maximum entropy;All these keywords.
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