Optimal nonlinear transformations of random variables

DOI10.1214/09-AIHP326zbMath1201.62077MaRDI QIDQ1958510

Aldo Goia, Ernesto Salinelli

Publication date: 4 October 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/240675

zbMATH Keywords

Sturm-Liouville problemscovariance operatornonlinear principal componentsspline estimatesChernoff-Poincaré inequality

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Applications of optimal control and differential games (49N90) Eigenvalue problems for linear operators (47A75)

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