Chapter 8Mean and covariance estimation
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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