Testing convexity of a discrete distribution
Statistics Theory
2017-01-17 v1 Statistics Theory
Abstract
Based on the convex least-squares estimator, we propose two different procedures for testing convexity of a probability mass function supported on N with an unknown finite support. The procedures are shown to be asymptotically calibrated.
Cite
@article{arxiv.1701.04367,
title = {Testing convexity of a discrete distribution},
author = {Fadoua Balabdaoui and Cécile Durot and François Koladjo},
journal= {arXiv preprint arXiv:1701.04367},
year = {2017}
}