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Minimising kurtosis (non-convex). Can I use algebraic geometry or alternate methods to show uniqueness of a particular solution?
I consider a weighted sum of $n$ identically-distributed correlated random variables. The weights in the sum, $w_i$ for $i=1, 2,...,n$, satisfy $w_i>=0$ and $\sum_{i=1}^{n}w_i=1$. I am ...
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