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Mean Square Error Estimation
"... This paper studies the effect of parametric mismatch in minimum mean square error (MMSE) estimation. In particular, we consider the problem of estimating the input signal from the output of an additive white Gaussian channel whose gain is fixed, but unknown. The input distribution is known, and the ..."
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This paper studies the effect of parametric mismatch in minimum mean square error (MMSE) estimation. In particular, we consider the problem of estimating the input signal from the output of an additive white Gaussian channel whose gain is fixed, but unknown. The input distribution is known
MEANSQUARE ERRORS OF ESTIMATORS:
"... Suppose we have a parametric family of probability distributions with a likelihood function f(x, θ) for one observation, where f(x, θ) is a probability mass function for a discrete distribution or a probability density function for a continuous distribution. Let Eθ denote expectation, and Pθ probabi ..."
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probability, when θ is the true value of the parameter. Let X = (X1,..., Xn) be a vector of i.i.d. observations with distribution Pθ. Suppose g = g(θ) is a realvalued function of the parameter θ. One criterion for choosing an estimator T = T(X) of g(θ) is to minimize the meansquared error (MSE) Eθ((T(X) − g
AttackResilient Minimum MeanSquared Error Estimation
, 2014
"... Attackresilient minimum meansquared error estimation ..."
Mean Square Error Approximation for
, 2008
"... HAL is a multidisciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte p ..."
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HAL is a multidisciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et a ̀ la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés.
Minimum MeanSquare Error
"... All intext references underlined in blue are linked to publications on ResearchGate, letting you access and read them immediately. ..."
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All intext references underlined in blue are linked to publications on ResearchGate, letting you access and read them immediately.
Mean Square Error Estimation in Thresholding
"... Abstract—We present a novel approach to estimating the mean square error (MSE) associated with any given threshold level in both hard and soft thresholding. The estimate is provided by using only the data that is being thresholded. This adaptive approach provides probabilistic confidence bounds on t ..."
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Abstract—We present a novel approach to estimating the mean square error (MSE) associated with any given threshold level in both hard and soft thresholding. The estimate is provided by using only the data that is being thresholded. This adaptive approach provides probabilistic confidence bounds
Robust MeanSquared Error Estimation of . . .
, 2004
"... This paper is a continuation of the work in [11] and [2] on the problem of estimating by a linear estimator, N unobservable input vectors, undergoing the same linear transformation, from noisecorrupted observable output vectors. Whereas in the aforementioned papers, only the matrix representing the ..."
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the linear transformation was assumed uncertain, here we are concerned with the case in which the second order statistics of the noise vectors (i.e., their covariance matrices) are also subjected to uncertainty. We seek a robust meansquared error estimator immuned against both sources of uncertainty. We
Conditional Mean Square Error of Prediction
"... We revisit the stochastic model of Alai et al. (2009) for the BornhuetterFerguson claims reserving method, Bornhuetter and Ferguson (1972). We derive an estimator of its conditional mean square error of prediction (MSEP) using an approach that is based on generalized linear models and maximum likel ..."
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We revisit the stochastic model of Alai et al. (2009) for the BornhuetterFerguson claims reserving method, Bornhuetter and Ferguson (1972). We derive an estimator of its conditional mean square error of prediction (MSEP) using an approach that is based on generalized linear models and maximum
Testing the Equality of Prediction Mean Square Errors
 International Journal of Forecasting
, 1997
"... Given two sources of forecasts of the same quantity, it is possible to compare prediction records. In particular, it can be useful to test the hypothesis of equal accuracy in forecast performance. We analyse the behaviour of two possible tests, and of modifications of these tests designed to circumv ..."
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Cited by 278 (1 self)
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Given two sources of forecasts of the same quantity, it is possible to compare prediction records. In particular, it can be useful to test the hypothesis of equal accuracy in forecast performance. We analyse the behaviour of two possible tests, and of modifications of these tests designed to circumvent shortcomings in the original formulations. As a result of this analysis, a recommendation forone particular testing approach is made for practical applications.
Results 1  10
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