scientific article; zbMATH DE number 3965163

MaRDI QIDQ3732704zbMATH OpenFDO

Authors Robert L. Wolpert, James O. Berger

Publication date 1982

zbMATH Keywords

estimating the meanGaussian processKarhunen- Loéve expansionminimax estimatorprior informationquadratic loss function

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Minimax procedures in statistical decision theory (62C20) Point estimation (62F10) Non-Markovian processes: estimation (62M09)

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Cited in

(3)

• Estimating the mean function of a Gaussian process and the Stein effect
• Estimation of the drift of a Gaussian process under balanced loss function
• Stein estimation for the drift of Gaussian processes using the Malliavin calculus

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