On asymptotics of the discrete convex LSE of a pmf
Statistics Theory
2014-04-14 v1 Statistics Theory
Abstract
In this article, we derive the weak limiting distribution of the least squares estimator (LSE) of a convex probability mass function (pmf) with a finite support. We show that it can be defined via a certain convex projection of a Gaussian vector. Furthermore, samples of any given size from this limit distribution can be generated using an efficient Dykstra-like algorithm.
Keywords
Cite
@article{arxiv.1404.3094,
title = {On asymptotics of the discrete convex LSE of a pmf},
author = {Fadoua Balabdaoui and Cécile Durot and François Koladjo},
journal= {arXiv preprint arXiv:1404.3094},
year = {2014}
}