Another look at adaptation on the average

DOI10.1016/0167-7152(89)90056-4zbMath0667.62070OpenAlexW2091866023MaRDI QIDQ1117658

Donald Ylvisaker, Ker-Chau Li

Publication date: 1989

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90056-4

zbMATH Keywords

Hilbert spacelinear operatoradaptationGaussian measureselliptically contoured measuresmean square error predictionsequential choice of linear functional observations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Cites Work

• Unnamed Item
• Can adaption help on the average?
• On the theory of elliptically contoured distributions
• A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines