An iterative procedure for general probability measures to obtain I-projections onto intersections of convex sets

Annals of Statistics

Volumn 34, Issue 2, 2006, Pages 878-902

  Bhattacharya, Bhaskar ^a,b  

^a SOUTHERN ILLINOIS UNIVERSITY   (United States)

^b Southern Illinois University at Carbondale   (United States)

Author keywords

Algorithm; Convergence; Convex sets; Fenchel duality; Functions; I projection; Inequality constraints; Stochastic order

Indexed keywords

EID: 33746185539     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053606000000056     Document Type: Article

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