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APPROXIMATION AND ESTIMATION OF s-CONCAVE DENSITIES VIA RÉNYI DIVERGENCES
In this paper, we study the approximation and estimation of s-concave densities via Rényi divergence. We first show that the approximation of a probability measure Q by an s-concave density exists and is unique via the procedure of minimizing a divergence functional proposed by [Ann. Statist. 38 (20...
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| Veröffentlicht in: | Ann Stat |
|---|---|
| Hauptverfasser: | , |
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
2016
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| Schlagworte: | |
| Online Zugang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5619680/ https://ncbi.nlm.nih.gov/pubmed/28966410 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/15-AOS1408 |
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