On the stability problem for conditional expectation

DOI10.1016/0167-7152(92)90283-BMaRDI QIDQ1199867zbMATH OpenFDO

Authors Włodek Bryc, Włodzimierz H. Smoleński

Publication date 17 January 1993

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(92)90283-B

zbMATH Keywords

absolutely continuous distributionsconditional expectationconvergence in distributionconvergence in meansmall perturbationstability

Mathematics Subject Classification ID

Distribution theory (60E99) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• Limits of conditional expectations
• scientific article; zbMATH DE number 3094592
• Convergence in distribution of conditional expectations
• Convergence results for conditional expectations
• Small perturbations of Gaussian regressors

Cites work

• Expansions of \(E(X| Y+\epsilon X)\) and their applications to the analysis of elliptically contoured measures
• scientific article; zbMATH DE number 4020088 (Why is no real title available?)

Cited in

(6)

• Robust parameter estimation for stochastic differential equations
• Small perturbations of Gaussian regressors
• The least favorable noise
• scientific article; zbMATH DE number 4020088 (Why is no real title available?)
• scientific article; zbMATH DE number 1223591 (Why is no real title available?)
• scientific article; zbMATH DE number 3094592 (Why is no real title available?)

This page was built for publication: On the stability problem for conditional expectation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1199867)