Optimal Recovery of a Square Integrable Function from Its Observations with Gaussian Errors

Author:

Bulgakov S. A.,Khametov V. M.

Publisher

Pleiades Publishing Ltd

Subject

Control and Systems Engineering,Electrical and Electronic Engineering

Reference26 articles.

1. Borovkov, A.A., Matematicheskaya statistika, Novosibirsk: Nauka, 1997. Translated under the title Mathematical Statistics, 1st ed., Gordon and Breach, 1999.

2. Ivchenko, G.I. and Medvedev, Yu.I., Vvedenie v matematicheskuyu statistiku, Moscow: LKI, 2010. Translated under the title Mathematical Statistics, URSS, 1990.

3. Parzen, E., On Estimation of a Probability Density Function and Mode, Ann. Math. Statist., 1962, vol. 33, no. 3, pp. 1065–1076. https://doi.org/10.1214/aoms/1177704472

4. Rosenblatt, M., Curve Estimates, Ann. Math. Statist., 1971, vol. 42, no. 6, pp. 1815–1842. https://doi.org/10.1214/aoms/1177693050

5. Murthy, V.K., Nonparametric Estimation of Multivariate Densities with Applications, in Multivariate Analysis, 1966, pp. 43–56.

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