Abstract

https://ssrn.com/abstract=1304062
 
 

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


Samantha Leorato


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

November 19, 2008

CEIS Working Paper No. 134

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.

Number of Pages in PDF File: 57

Keywords: Jensen's inequality, supporting hyperplane, empirical measure, convex regression function, linearly ordered classes of sets, Pettis integral

JEL Classification: E15, G08


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Date posted: November 24, 2008  

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

Contact Information

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
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