The minimum mean square estimator of integrable variables under sublinear operators
Probability
2019-03-07 v1
Abstract
In this paper, we study the minimum mean square estimator for non-bounded random variables under sublinear operators. The existence and uniqueness of the minimum mean square estimator are obtained. Several properties of the minimum mean square estimator for non-bounded random variables are proved under some mild assumptions.
Cite
@article{arxiv.1903.02404,
title = {The minimum mean square estimator of integrable variables under sublinear operators},
author = {Shaolin Ji and Chuiliu Kong and Chuanfeng Sun},
journal= {arXiv preprint arXiv:1903.02404},
year = {2019}
}
Comments
13. arXiv admin note: text overlap with arXiv:1412.5736 by other authors