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arXiv · 1404.3094

On asymptotics of the discrete convex LSE of a pmf

Fadoua Balabdaoui·Cécile Durot·François Koladjo
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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.

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Fadoua Balabdaoui, Cécile Durot, François Koladjo. 2014-04-11. On asymptotics of the discrete convex LSE of a pmf. https://arxiv.org/abs/1404.3094

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