Testing convexity of a discrete distribution

2017/01/16 by Fadoua Balabdaoui, Balabdaoui, Fadoua, Cécile Durot +3
Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #FOS: Mathematics #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST) #math.ST #stat.TH

paper · pdf · doi:10.48550/arxiv.1701.04367

arxiv created 2017/01/16 · openalex publication_date 2017/01/16 · arxiv updated 2017/01/17 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Based on the convex least-squares estimator, we propose two different procedures for testing convexity of a probability mass function supported on N with an unknown finite support. The procedures are shown to be asymptotically calibrated.

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