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Optimal nonlinear transformations of random variables - MaRDI portal

Optimal nonlinear transformations of random variables (Q1958510)

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scientific article; zbMATH DE number 5795079
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Optimal nonlinear transformations of random variables
scientific article; zbMATH DE number 5795079

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    Optimal nonlinear transformations of random variables (English)
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    4 October 2010
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    covariance operator
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    Chernoff-Poincaré inequality
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    nonlinear principal components
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    spline estimates
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    Sturm-Liouville problems
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