The conditional expectation as estimator of normally distributed random variables with values in infinitely dimensional Banach spaces

DOI10.1016/0047-259X(91)90028-ZMaRDI QIDQ808592zbMATHFDO

Authors Peter Krug

Publication date 1991

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

conditional expectationlinear operatorgeneralized least squares estimatorseparable Banach spacesinfinite-dimensional linear modelsymmetric Gaussian random variables

Mathematics Subject Classification ID

Linear inference, regression (62J99) Probability theory on linear topological spaces (60B11) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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• Construction of optimal designs in random coefficient regression models

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