次线性算子下可积变量的最小均方估计量
概率论
2019-03-07 v1
摘要
本文研究了次线性算子下非有界随机变量的最小均方估计量。得到了最小均方估计量的存在性与唯一性。在一些温和假设下，证明了非有界随机变量的最小均方估计量的若干性质。
引用
@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}
}
备注
13. arXiv admin note: text overlap with arXiv:1412.5736 by other authors