This paper provides a number of Mathematical areas where Convex Analysis is essential. It is mainly concentrated on Statistical Applications from different fields of Statistics: Martingales, Decision Theory, or Optimal Experimental Design. The appropriate theoretical insight is considered in a compact and critical view.

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Adopting Convex Analysis in Statistical Applications

  • Christos P. Kitsos,
  • Filipe Amaral

摘要

This paper provides a number of Mathematical areas where Convex Analysis is essential. It is mainly concentrated on Statistical Applications from different fields of Statistics: Martingales, Decision Theory, or Optimal Experimental Design. The appropriate theoretical insight is considered in a compact and critical view.