{
  "annotation_id": "a4e4a0f0-feec-4e5a-a6c5-5360eb8c813e",
  "date_created": "2026-02-17T05:53:19.555000Z",
  "date_modified": "2026-02-17T05:53:19.555000Z",
  "file_hash": "10255608d9176799b1c2e042bf16648f8c2c0d9d8c562486ab490b81d1d6604e",
  "private": false,
  "record": {
    "abstract": "We consider the estimation problem for jointly stable random variables. Under two specific dependency models: a linear transformation of two independent stable variables and a sub-Gaussian symmetric $\\alpha$-stable (S$\\alpha$S) vector, we show that the conditional mean estimator is linear in both cases. Moreover, we find dispersion optimal linear estimators. Interestingly, for the sub-Gaussian (S$\\alpha$S) vector, both estimators are identical generalizing the well-known Gaussian result of the conditional mean being the best linear minimum-mean square estimator.",
    "arxiv_id": "2601.09554",
    "authors": [
      "Rayan Chouity",
      "Charbel Hannoun",
      "Jihad Fahs",
      "Ibrahim Abou-Faycal"
    ],
    "categories": [
      "cs.IT",
      "math.IT"
    ],
    "license": "http://creativecommons.org/licenses/by/4.0/",
    "title": "On Linear Estimators for some Stable Vectors",
    "url": "https://arxiv.org/abs/2601.09554",
    "version": "v1"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "f7b33ff5-51f1-4ad4-8057-921280b0e15d",
    "id": "arXiv Dataset",
    "type": "Model",
    "variant": "snapshot-2026-01-17",
    "version": "0.1.0"
  },
  "user_id": 1000002
}