Journal
SCANDINAVIAN JOURNAL OF STATISTICS
Volume 35, Issue 3, Pages 385-399Publisher
WILEY
DOI: 10.1111/j.1467-9469.2007.00588.x
Keywords
active set; Aspect problem; convex regression; vertex direction method
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Funding
- Haak Bastiaanse Kuneman foundation of the Vrije Universiteit
- NSF
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In this paper, we study an algorithm (which we call the support reduction algorithm) that can be used to compute non-parametric M-estimators in mixture models. The algorithm is compared with natural competitors in the context of convex regression and the 'Aspect problem' in quantum physics.
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