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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 ..."
Abstract

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.
Integrated Square Error Asymptotics
"... ABSTRACT. We derive the asymptotic distribution of the integrated square error of a deconvolution kernel density estimator in supersmooth deconvolution problems. Surprisingly, in contrast to direct density estimation as well as ordinary smooth deconvolution density estimation, the asymptotic distr ..."
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ABSTRACT. We derive the asymptotic distribution of the integrated square error of a deconvolution kernel density estimator in supersmooth deconvolution problems. Surprisingly, in contrast to direct density estimation as well as ordinary smooth deconvolution density estimation, the asymp
Mutual information and minimum meansquare error in Gaussian channels
 IEEE TRANS. INFORM. THEORY
, 2005
"... This paper deals with arbitrarily distributed finitepower input signals observed through an additive Gaussian noise channel. It shows a new formula that connects the inputoutput mutual information and the minimum meansquare error (MMSE) achievable by optimal estimation of the input given the out ..."
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Cited by 285 (32 self)
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This paper deals with arbitrarily distributed finitepower input signals observed through an additive Gaussian noise channel. It shows a new formula that connects the inputoutput mutual information and the minimum meansquare error (MMSE) achievable by optimal estimation of the input given
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
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.
leastsquares errorcompensation
, 1998
"... Kinetic analysis of consecutive reactions using a nonlinear ..."
AttackResilient Minimum MeanSquared Error Estimation
, 2014
"... Attackresilient minimum meansquared error estimation ..."
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