On the stability problem for conditional expectation

DOI10.1016/0167-7152(92)90283-BzbMath0764.62014MaRDI QIDQ1199867

Włodzimierz H. Smoleński, Wlodzimierz Bryc

Publication date: 17 January 1993

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

zbMATH Keywords

stabilityconditional expectationconvergence in distributionsmall perturbationconvergence in meanabsolutely continuous distributions

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Distribution theory (60E99)

Related Items (3)

Small perturbations of Gaussian regressors ⋮ The least favorable noise ⋮ Robust parameter estimation for stochastic differential equations

Cites Work

• Expansions of \(E(X| Y+\epsilon X)\) and their applications to the analysis of elliptically contoured measures
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