Download this Paper Open PDF in Browser

A Refined Jensen's Inequality in Hilbert Spaces and Empirical Approximations

57 Pages Posted: 24 Nov 2008  

Samantha Leorato

University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS)

Date Written: November 19, 2008

Abstract

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

Leorato, Samantha, A Refined Jensen's Inequality in Hilbert Spaces and Empirical Approximations (November 19, 2008). CEIS Working Paper No. 134. Available at SSRN: https://ssrn.com/abstract=1304062 or http://dx.doi.org/10.2139/ssrn.1304062

Samantha Leorato (Contact Author)

University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS) ( email )

Via Columbia, 2
Rome, I-00133
Italy

Paper statistics

Downloads
75
Rank
271,091
Abstract Views
412