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We examine the moment-reconstruction performance of both the homodyne and heterodyne (double-homodyne) measurement schemes for arbitrary quantum states and introduce moment estimators that optimize the respective schemes for any given data. In the large-data limit, these estimators are as efficient as the maximum-likelihood estimators. We then illustrate the superiority of the heterodyne measurement for the reconstruction of the first and second moments by analyzing Gaussian states and many other significant non-classical states.

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