Estimating the mean function of a Gaussian process and the Stein effect (Q1055133)
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scientific article; zbMATH DE number 3824996
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the mean function of a Gaussian process and the Stein effect |
scientific article; zbMATH DE number 3824996 |
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Estimating the mean function of a Gaussian process and the Stein effect (English)
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1983
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Stein effect
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global estimation of mean functions of continuous Gaussian processes
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risk function
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minimax
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Karhunen-Loeve expansion
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incorporation of prior information
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weighted quadratic loss
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Brownian motion
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Brownian bridge
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