Related papers: Moment ideals of local Dirac mixtures
We assume that a finite set of moments of a random vector is given. Its underlying density is unknown. An algorithm is proposed for efficiently calculating Dirac mixture densities maintaining these moments while providing a homogeneous…
The extremal index $\theta$, a number in the interval $[0,1]$, is known to be a measure of primal importance for analyzing the extremes of a stationary time series. New rank-based estimators for $\theta$ are proposed which rely on the…
In this note, we consider the performance of the classic method of moments for parameter estimation of symmetric variance-gamma (generalized Laplace) distributions. We do this through both theoretical analysis (multivariate delta method)…
In the linear random effects model, when distributional assumptions such as normality of the error variables cannot be justified, moments may serve as alternatives to describe relevant distributions in neighborhoods of their means.…
The Method of Moments [Pea94] is one of the most widely used methods in statistics for parameter estimation, by means of solving the system of equations that match the population and estimated moments. However, in practice and especially…
The purpose of the present paper is to establish moment estimates of Rosenthal type for a rather general class of random variables satisfying certain bounds on the cumulants. We consider sequences of random variables which satisfy a central…
Finite mixtures of regression models provide a flexible modeling framework for many phenomena. Using moment-based estimation of the regression parameters, we develop unbiased estimators with a minimum of assumptions on the mixture…
The moment problem in probability theory asks for criteria for when there exists a unique measure with a given tuple of moments. We study a variant of this problem for random objects in a category, where a moment is given by the average…
In this article, we study binomial ideals generated by an arbitrary collection of corner-interval $2$-minors of a generic matrix. We determine the minimal prime ideals of such ideals and characterize their radicality in the special case of…
The points of a moment variety are the vectors of all moments up to some order of a family of probability distributions. We study this variety for mixtures of Gaussians. Following up on Pearson's classical work from 1894, we apply current…
The uniform probability measure on a convex polytope induces piecewise polynomial densities on its projections. For a fixed combinatorial type of simplicial polytopes, the moments of these measures are rational functions in the vertex…
The problem of detection time distribution concerns a quantum particle surrounded by detectors and consists of computing the probability distribution of where and when the particle will be detected. While the correct answer can be obtained…
In this paper, we present methods of obtaining single moments of order statistics arising from posibly dependent and non-identically distributed discrete random variables. We derive exact and approximate formulas convenient for numerical…
We study the problem of a run and tumble particle in a harmonic trap, with a finite run and tumble time, by a direct integration of the equation of motion. An exact 1D steady state distribution, diagram laws and a programmable Volterra…
This paper considers the problem of estimating the population spectral distribution from a sample covariance matrix in large dimensional situations. We generalize the contour-integral based method in Mestre (2008) and present a local moment…
We establish a combinatorial formula for homogeneous moments and give some examples where it can be put to use. An application to the statistical mechanics of interacting gauged vortices is discussed.
We study the moments and the distribution of the discrete Choquet integral when regarded as a real function of a random sample drawn from a continuous distribution. Since the discrete Choquet integral includes weighted arithmetic means,…
Necessary and sufficient conditions for a measure to be an extreme point of the set of measures (on an abstract measurable space) with prescribed generalized moments are given, as well as an application to extremal problems over such moment…
When the number of subjects, $n$, is large, paired comparisons are often sparse. Here, we study statistical inference in a class of paired comparison models parameterized by a set of merit parameters, under an Erd\"{o}s--R\'{e}nyi…
The mutual derivation between arbitrary distribution forms of momenta and momentum components of particles produced in an isotropic emission source are systematically studied in terms of probability theory and mathematical statistics. The…