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Studying a very practical problem from psychometrics, I encountered the following construction. Let $(X,\mu)$ be a measure space; if preferred, you can presume $\mu$ is a probability measure. In any ...

I am interested in applications (to data) of non-parametric statistics, and my question concerned the Gaussian white noise model defined by, $$ X_{t_1, \ldots, t_d}=f\left(t_1, \ldots, t_d\right) d ...