On the stability of Bayes estimators for Gaussian processes

DOI10.1214/AOS/1176346794zbMath0559.62070OpenAlexW1964817297MaRDI QIDQ2266326

Ian W. McKeague

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aos/1176346794

zbMATH Keywords

upper boundsBayes estimatormean square errorcontaminationadditive Gaussian noise processdepartures from Gaussian lawdistributions on separable Banach spacesGaussian signal processQN-model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Signal detection and filtering (aspects of stochastic processes) (60G35) Probability theory on linear topological spaces (60B11)

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