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 problems; covariance operator; nonlinear principal components; spline estimates; Chernoff-Poincaré inequality

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62G10: Nonparametric hypothesis testing

62H12: Estimation in multivariate analysis

62G05: Nonparametric estimation

49N90: Applications of optimal control and differential games

47A75: Eigenvalue problems for linear operators

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