The discrete convex least-squares estimator of a probability mass function
- 👤 Speaker: Cécile Durot, Université Paris-Sud
- 📅 Date & Time: Friday 23 May 2014, 16:00 - 17:00
- 📍 Venue: MR12, Centre for Mathematical Sciences, Wilberforce Road, Cambridge
Abstract
Motivated by the estimation of the species abundance distribution in ecology, we are interested in estimating a discrete convex probability mass function. The discrete convex least-squares estimator is considered. Although it does not have a closed form, the estimator can be computed thanks to a support reduction algorithm. The weak limiting distribution of the estimator is derived: it can be defined via a certain convex projection of a Gaussian vector.
Series This talk is part of the Statistics series.
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Friday 23 May 2014, 16:00-17:00