Search Results - subject:"weak continuity"

"Near" weighted utilitarian characterizations of Pareto optima

Che, Yeon-Koo; Kim, Jinwoo; Kojima, Fuhito; Ryan, … - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 1, pp. 141-165

Persistent link: https://www.econbiz.de/10014486677

A fast robust method for fitting gamma distributions

Clarke, Brenton; McKinnon, Peter; Riley, Geoff - In: Statistical Papers 53 (2012) 4, pp. 1001-1014

-estimator. After a brief prelude on robust estimation explaining the merits in terms of weak continuity and Fréchet differentiability …

Persistent link: https://www.econbiz.de/10010998601

Multivariate log-concave distributions as a nearly parametric model

Schuhmacher, Dominic; Hüsler, André; Dümbgen, Lutz - In: Statistics & Risk Modeling 28 (2011) 3, pp. 277-295

Abstract In this paper we show that the family P d (lc) of probability distributions on ℝ d with log-concave densities satisfies a strong continuity condition. In particular, it turns out that weak convergence within this family entails (i) convergence in total variation distance, (ii)...

Persistent link: https://www.econbiz.de/10014621398

A von Neumann–Morgenstern representation result without weak continuity assumption

Delbaen, Freddy; Drapeau, Samuel; Kupper, Michael - In: Journal of Mathematical Economics 47 (2011) 4-5, pp. 401-408

utility can be obtained under the assumption of weak continuity. Since the weak topology is coarse, this requirement is a … priori far from being negligible. In this work, we replace the assumption of weak continuity by monotonicity. More precisely …

Persistent link: https://www.econbiz.de/10010608649

Robust estimation ofk-component univariate normal mixtures

Clarke, B.; Heathcote, C. - In: Annals of the Institute of Statistical Mathematics 46 (1994) 1, pp. 83-93

Persistent link: https://www.econbiz.de/10005616439