Exploring ramification of the equation \(E(Y|X)=X\)

DOI10.1080/15598608.2007.10411825zbMath1130.62065OpenAlexW2034997878MaRDI QIDQ2470907

M. M. Rao

Publication date: 15 February 2008

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2007.10411825

zbMATH Keywords

weak martingalesstochastic give-and-take

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Generalizations of martingales (60G48) Characterization and structure theory of statistical distributions (62E10) (L^p)-limit theorems (60F25)

Related Items (2)

Products of conditional expectation operators: convergence and divergence ⋮ The life and work of M. M. Rao

Cites Work

• Rota's alternating procedure with non-positive operators
• Prophet compared to gambler: An inequality for transforms of processes
• An example of pointwise non-convergence of iterated conditional expectation operators
• Stochastic give-and-take
• Bayes Estimation with Convex Loss
• Successive Conditional Expectations of an Integrable Function
• On an Operator Limit Theorem of Rota
• A Class of Orthogonal Series Related to Martingales
• An “alternierende Verfahren” for general positive operators
• Stopping Times and Directed Processes
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