Algorithm to estimate the approximation accuracy of an empirical dependence

MaRDI QIDQ579807zbMATH OpenFDO

Authors P. M. Snegirev, Ilya B. Muchnik

Publication date 1986

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

empirically fitted dependenceestimated mean of the mean risk functionalestimated variance of the measurement errorsfinite-sample variance

Mathematics Subject Classification ID

Linear inference, regression (62J99)

Review text

We propose an algorithm which estimates the finite-sample variance of the approximating function for an empirically fitted dependence. The difference between the estimated mean of the mean risk functional and the estimated variance of the measurement errors, both computed for the same sample, provides a suitable estimator.

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