Algorithm to estimate the approximation accuracy of an empirical dependence (Q579807)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4015959
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Algorithm to estimate the approximation accuracy of an empirical dependence |
scientific article; zbMATH DE number 4015959 |
Statements
Algorithm to estimate the approximation accuracy of an empirical dependence (English)
0 references
1986
0 references
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.
0 references
finite-sample variance
0 references
empirically fitted dependence
0 references
estimated mean of the mean risk functional
0 references
estimated variance of the measurement errors
0 references
0.7468088269233704
0 references
0.7285738587379456
0 references
0.7236869931221008
0 references
0.7162711024284363
0 references
