Constrained Nonparametric Estin1ation via rvIixtures

نویسنده

  • Peter D. Hoff
چکیده

\Ve a approach to measures constrained to lie in a convex set. \Ve measures as mixtures known extreme measures, and so the of eS1Jlnlal;lng a constrained measure becomes one of estimating an unconstrained mlXmeasure. constraints arise in many such as estimation of the mean estimation under stochastic constraints. Vve describe mixture representation techniques for these and other and to maximum and Ha,vesian " +. eStlmavlon.

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تاریخ انتشار 2007