Distances and inference for covariance operators
نویسندگان
چکیده
منابع مشابه
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Let HI (resp., HZ) be a real and separable Hilbert space with Borel a-field f 1 (resp., f 2), and let (HIXH Z ' f 1 x f 2) be the product measurable space generated by the measurable rectangles. This paper develops relations between probability measures on (HIXH Z ' f 1 x f 2), i.e., joint measures, and the projections of such measures on (HI' f 1) and (HZ' f 2). In particular, the class of all...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2014
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asu008