A Refined Jensen's Inequality in Hilbert Spaces and Empirical Approximations
57 Pages Posted: 24 Nov 2008
Date Written: November 19, 2008
Convexity has numerous implications in almost every field from pure to applied mathematics (including statistics, economics, information theory, utility theory among the others) and this explains the huge amount of monographs and papers on the subject.
Keywords: Jensen's inequality, supporting hyperplane, empirical measure, convex regression function, linearly ordered classes of sets, Pettis integral
JEL Classification: E15, G08
Suggested Citation: Suggested Citation