The error in our estimate is given by X~=X−X^=X−g(Y),X~=X−X^=X−g(Y), which is also a random variable. We can then define the mean squared error (MSE) of this estimator by E[(X−X^)2]=E[(X−g(Y))2].E[(X−X^)2]=E[(X−g(Y))2]....
We first assume that the model is known exactly and seek the linear estimator that minimizes the worst-case mean-squared error (MSE) across all possible values of x. We show that for an arbitrary choice of weighting, the optimal minimax MSE estimator can be formulated as a solution to a ...
Mean-squared error gives the mean of squared difference between model prediction and target value. It can be used as the measure of the quality of an estimator.
squared error asymptotically efficient estimator 平方误差渐近有效估计量 minimum squared error approximation 最小方差近似 least squared error fitting 【计】 最小平方误差拟合 相似单词 squared pp. 迎战 mean v.[T] 1.(词语等)表示...的意思,作...解释 2. 意指,意谓 3. 意味着,即是 4. 意欲,...
one-out cross-validation, K-fold and adjusted K-fold cross-validation, the ordinary bootstrap estimate,the bootstrap smoothed cross-validation (BCV) estimate and the 0.632 bootstrap esti-mate.The overall performance of the estimators is compared in terms of their bias, varianceand squared error....
The variance based on direct sample size of small area estimator is unduly large and there is a need of constructing model based estimator with low mean squared prediction error (MSPE). Estimation of MSPE and in particular the bias correction of MSPE plays the central piece of small area ...
squarederror(MSE)ofaclassofnonlinearestimatorsinmodelswithi.i.d.samples. Inthispaper,weextendthesecond-orderbiasandMSEresultsofRilstoneetal.(1996) fortime-seriesdependentobservations.Theseresultsprovideaunifiedwayofdeveloping thepropertiesofagivenclassofestimatorsinlinearandnonlineartime-seriesmodels.The estima...
We introduce a matched-moment, double-bootstrap algorithm, enabling the notorious underestimation of the naive mean-squared error estimator to be substantially reduced. Our approach does not require specific assumptions about the distributions of errors. Additionally, it is simple and easy to apply. ...
Moreover, one of the main criticisms of the analytic MSE estimator for M-quantile estimates of small area averages proposed by Chambers and Tzavidis (2006) and Chambers et al. (2009) is that it can be unstable when the area-specific sample sizes are small. In this paper we propose a ...
MES PERFORMANCE OF THE MINIMUM MEAN SQUARED ERROR ESTIMATORS IN A LINEAR REGRESSION MODEL WHEN...Discusses the MSE performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted. Explicit formulae of the MSEs of the feasible FMMSE ...