Approximation by log-concave distributions, with applications to regression
نویسندگان
چکیده
منابع مشابه
Approximation by Log - Concave Distributions with Applications to Regression
We study the approximation of arbitrary distributions P on ddimensional space by distributions with log-concave density. Approximation means minimizing a Kullback–Leibler type functional. We show that such an approximation exists if, and only if, P has finite first moments and is not supported by some hyperplane. Furthermore we show that this approximation depends continuously on P with respect...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2011
ISSN: 0090-5364
DOI: 10.1214/10-aos853