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Problemy Peredachi Informatsii, 1982, Volume 18, Issue 3, Pages 19–38 (Mi ppi1234)  
This article is cited in 3 scientific papers (total in 3 papers)

Methods of Signal Processing

Estimation of Square-Integrable Probability Density of a Random Variable

S. Yu. Efroimovich, M. S. Pinsker
Full-text PDF (1781 kB) Citations (3)
Abstract: The article investigates the mean-square risk of the estimate of the unknown probability density of a sequence of random observations. It is assumed that the distribution density is a point of an ellipsoid in Hilbert space. It is shown that a linear estimation plan is asymptotically optimal.
Received: 12.01.1981
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.2
Language: Russian
Citation: S. Yu. Efroimovich, M. S. Pinsker, “Estimation of Square-Integrable Probability Density of a Random Variable”, Probl. Peredachi Inf., 18:3 (1982), 19–38; Problems Inform. Transmission, 18:3 (1982), 175–189
Citation in format AMSBIB
\Bibitem{EfrPin82}
\by S.~Yu.~Efroimovich, M.~S.~Pinsker
\paper Estimation of Square-Integrable Probability Density of a~Random Variable
\jour Probl. Peredachi Inf.
\yr 1982
\vol 18
\issue 3
\pages 19--38
\mathnet{http://mi.mathnet.ru/ppi1234}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=711898}
\zmath{https://zbmath.org/?q=an:0514.62045}
\transl
\jour Problems Inform. Transmission
\yr 1982
\vol 18
\issue 3
\pages 175--189
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  • https://www.mathnet.ru/eng/ppi/v18/i3/p19
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Проблемы передачи информации Problems of Information Transmission
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