2 problems

Mixture-based ME-estimator conjecture. For well-behaved mixing measures $\pi$, this estimator should be strongly consistent and relatively efficient. The conjecture concerns the th…

Let $P$ be a measure and let $\mathcal{C}$ be a class of measures. For each $0<\alpha<1$, let $\hat{Q}_{\alpha}$ be a reversed Rényi projection of $P$ on $\mathcal{C}$, when it exi…