Small perturbations of Gaussian regressors

Annie Millet and Wlodzmierz Smolenski

Statistics & Probability Letters, 1995, vol. 24, issue 1, 21-31

Abstract: We investigate the asymptotic behaviour as [epsilon] --> 0 of the conditional expectation of X given the sum of a Gaussian stochastic process Y and an independent small noise [epsilon]Z.

Keywords: Gaussian; processes; Reproducing; kernel; Hilbert; spaces; Regression (search for similar items in EconPapers)
Date: 1995
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