Nonparametric estimation by convex programming
نویسندگان
چکیده
منابع مشابه
Nonparametric Estimation by Convex Programming
The problem we concentrate on is as follows: given (1) a convex compact set X in R, an affine mapping x 7→ A(x), a parametric family {pμ(·)} of probability densities and (2) N i.i.d. observations of the random variable ω, distributed with the density pA(x)(·) for some (unknown) x ∈X, estimate the value gx of a given linear form at x. For several families {pμ(·)} with no additional assumptions o...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2009
ISSN: 0090-5364
DOI: 10.1214/08-aos654