Linear estimators for Gaussian random variables in Hilbert spaces

DOI10.1090/TPMS/1230MaRDI QIDQ6975764zbMATH OpenFDO

Authors Stefan Tappe

Publication date 4 June 2025

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/TPMS/1230

zbMATH Keywords

confidence intervalGaussian random variable in a Hilbert spacehypothesis testinglinear estimatorlinear regressionstatistical and machine learningstatistical model

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Parametric hypothesis testing (62F03) Point estimation (62F10) Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05)

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