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Problemy Peredachi Informatsii, 1982, Volume 18, Issue 3, Pages 19–38
(Mi ppi1234)
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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
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
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
Linking options:
https://www.mathnet.ru/eng/ppi1234 https://www.mathnet.ru/eng/ppi/v18/i3/p19
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