All admissible linear estimators of the mean of a Gaussian distribution on a Hilbert space
type: Item
instance of: scholarly article
title: All admissible linear estimators of the mean of a Gaussian distribution on a Hilbert space
zbMATH Open document ID: 0558.62009
published in: The Annals of Statistics
publication date: 1984-01-01T00:00:00Z
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62C07
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 62H99
zbMATH DE Number: 3890501
zbMATH Keywords: Ornstein-Uhlenbeck process
zbMATH Keywords: Hilbert-Schmidt operators
zbMATH Keywords: linear estimators
zbMATH Keywords: Gaussian distribution
zbMATH Keywords: Hilbert space
zbMATH Keywords: covariance operator
zbMATH Keywords: natural class of linear estimators
zbMATH Keywords: class of measurable linear transformations
zbMATH Keywords: quadratic loss
zbMATH Keywords: self-adjoint
zbMATH Keywords: eigenvalues
zbMATH Keywords: drift function
zbMATH Keywords: Brownian motion
author: Avishai Mandelbaum
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176346803
OpenAlex ID: W2035559569
DOI: 10.1214/AOS/1176346803
description: scientific article; zbMATH DE number 3890501