The minimum mean square estimator of integrable variables under sublinear operators
arXiv:1903.02404
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.
13. arXiv admin note: text overlap with arXiv:1412.5736 by other authors