On Optimal Estimates of Random Variables

A class of quasilinear, mean-square optimal estimates of random variables is indicated. Optimal correlation properties of the obtained estimates are established. Keywords and phrases: optimal estimate of a random variable, quasilinear predictor, correlation analysis. AMS Subject Classification: 60K1...

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Published inJournal of mathematical sciences (New York, N.Y.) Vol. 263; no. 4; pp. 590 - 598
Main Author Khatskevich, V. L.
Format Journal Article
LanguageEnglish
Published New York Springer US 09.05.2022
Springer
Springer Nature B.V
Subjects
Correlation analysis
Estimates
Mathematics
Mathematics and Statistics
Random variables
optimal estimate of a random variable
correlation analysis
quasilinear predictor
60K10
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Summary:A class of quasilinear, mean-square optimal estimates of random variables is indicated. Optimal correlation properties of the obtained estimates are established. Keywords and phrases: optimal estimate of a random variable, quasilinear predictor, correlation analysis. AMS Subject Classification: 60K10
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-022-05950-5