imprProbEst (version 1.0.1)
Minimum distance estimation in an imprecise probability model
Description
A minimum distance estimator is calculated for an
imprecise probability model. The imprecise probability model
consists of upper coherent previsions whose credal sets are
given by a finite number of constraints on the expectations.
The parameter set is finite. The estimator chooses that
parameter such that the empirical measure lies next to the
corresponding credal set with respect to the total variation
norm.