Least Squares Estimation of Probability Measures in the Prohorov Metric Framework

Abstract

We consider nonparametric estimation of probability measures for parameters in problems where only aggregate (population level) data are available. We summarize an existing computational method for the estimation problem which has been developed over the past several decades. Significant new theoretical results are presented which establish the existence and consistency of very general (ordinary, generalized and other) least squares estimates for the measure estimation problem.

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Document Details

Document Type
Technical Report
Publication Date
Nov 30, 2012
Accession Number
ADA573681

Entities

People

  • H. Thomas Banks
  • W. C. Thompson

Organizations

  • North Carolina State University

Tags

DTIC Thesaurus Topics

  • Air Force
  • Computational Science
  • Computations
  • Consistency
  • Convergence
  • Differential Equations
  • Equations
  • Estimators
  • Inverse Problems
  • Mathematical Models
  • Mathematics
  • Probability
  • Probability Distributions
  • Random Variables
  • Theorems
  • Topology
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Statistical inference.
  • Theoretical Analysis.