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Joint estimation of the mean and the covariance of a banach valued gaussian vector

 

作者: J.H. Beder,   A. Antoniadis,  

 

期刊: Statistics  （Taylor Available online 1989）
卷期: Volume 20, issue 1  

页码: 77-93

 

ISSN:0233-1888

 

年代: 1989

 

DOI:10.1080/02331888908802145

 

出版商: Akademie-Verlag

 

关键词: Method of sieves;GAUSSian process;mean estimation;covariance estimation;nuclear operator;BANACH-valued random vectors

 

数据来源: Taylor

 

摘要:

The problem of consistently estimating the mean and the covariance operator of a quite arbitrary GAUSSian random vector with values in a separable BANACH space is considered. Two methods are given. One, the method of sieves, requires some prior in¬formation about the covariance operator. The other, which has no restriction, is the analog of the usual method of multivariate analysis

 

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