Minimax linear smoothing for capacities

DOI10.1214/AOP/1176993874zbMath0504.62085OpenAlexW2006307866MaRDI QIDQ1836251

H. Vincent Poor

Publication date: 1982

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993874

zbMATH Keywords

random fieldsChoquet capacities

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Robust Hypothesis Testing and Robust Time Series Interpolation And Regression

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