Convergence and optimization of functional estimates in statistical modelling in Sobolev’s Hubert spaces

DOI10.1515/rnam.1995.10.4.325zbMath0838.65148OpenAlexW2023992469MaRDI QIDQ4859642

No author found.

Publication date: 7 January 1996

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam.1995.10.4.325

zbMATH Keywords

optimizationconvergenceintegral equationMonte Carlo methodstatistical methodsstatistical modelling\(H\)-optimal estimatesSobolev's Hilbert spacesunbiased functional estimates

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Monte Carlo complexity of parametric integration