Testing convexity of a discrete distribution

Fadoua Balabdaoui, Cécile Durot and Babagnidé François Koladjo

Statistics & Probability Letters, 2018, vol. 137, issue C, 8-13

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.

Keywords: Asymptotics; Convexity; Discrete distribution; Shape constraint; Statistical test (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2017.10.023

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