Estimating the mean function of a Gaussian process and the Stein effect
type: Item
instance of: scholarly article
title: Estimating the mean function of a Gaussian process and the Stein effect
zbMATH Open document ID: 0521.62071
DOI: 10.1016/0047-259X(83)90018-0
published in: Journal of Multivariate Analysis
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 3824996
zbMATH Keywords: Stein effect
zbMATH Keywords: global estimation of mean functions of continuous Gaussian processes
zbMATH Keywords: risk function
zbMATH Keywords: minimax
zbMATH Keywords: Karhunen-Loeve expansion
zbMATH Keywords: incorporation of prior information
zbMATH Keywords: weighted quadratic loss
zbMATH Keywords: Brownian motion
zbMATH Keywords: Brownian bridge
Wikidata QID: Q56941523
author: James O. Berger
author: Robert L. Wolpert
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3824996