Meilleures approximations et médianes conditionnelles
We study existence and properties of best approximants of a random variable X in a general Köthe space with respect to a given sub \(\sigma\)-field. In particular if \({\mathbb{E}}\) is a weakly sequentially complete Banach lattice and \({\mathbb{F}}^ a \)sub-Banach lattice, we show, for every point of \({\mathbb{E}}\), the existence of a best approximant in \({\mathbb{F}}\). In a second part, we study minima of functions \(Y\to E\Phi (X- Y)\) for a general, null at zero, convex function \(\Phi\). We then give some properties of sequence of best approximants of a r.v. X following a given filtration.
- Best approximations to random variables based on trimming procedures
- Stability of conditional median under discretization of filtrations
- Semi-recorrido condicionado (Expresion asintotica de la r-esperanza condicionada)
- Meilleurs approximants pour des espaces métriques
- scientific article; zbMATH DE number 890822 (Why is no real title available?)
- Computation of conditional expectations with guarantees
- The Monge problem in Banach spaces
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