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Lookup NU author(s): Dr Jordan Stoyanov
This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License (CC BY-NC-ND).
We describe diverse stochastic inference problems whose solution essentially depends on the moment determinacy of some distributions involved. For a variety of stochastic models we ask questions such as "how to identify a distribution if knowing its moments?" "how asymmetric can be a distribution with zero odd order moments?" "is any mixture model identifiable?" For specific models we provide answers, motivating arguments, and illustrations. Some challenging open questions are outlined.
Author(s): Stoyanov J
Publication type: Article
Publication status: Published
Journal: Communications in Statistics: Theory and Methods
Year: 2012
Volume: 41
Issue: 16-17
Pages: 2864-2878
Print publication date: 09/07/2012
Date deposited: 14/08/2017
ISSN (print): 0361-0926
ISSN (electronic): 1532-415X
Publisher: Taylor & Francis Inc.
URL: http://dx.doi.org/10.1080/03610926.2011.605237
DOI: 10.1080/03610926.2011.605237
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