May 2015
Intermediate to advanced
384 pages
9h 20m
English
In this chapter, we study mean and covariance estimation for both the random element and stochastic process settings described in Chapter 7. For the first perspective, let
be a separable Hilbert space and suppose that we have a random element
of
with
. The mean element and covariance operator of
from Section 7.2 are therefore well defined as
and
In Section 8.1, we address the base problem of estimating
and
using a random sample
from . The estimators ...
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