Standard error computations for uncertainty quantification in inverse problems: asymptotic theory vs. bootstrapping

DOI10.1016/j.mcm.2010.06.026zbMath1205.93170WikidataQ34109943 ScholiaQ34109943MaRDI QIDQ623062

Danielle Robbins, Harvey Thomas Banks, Kathleen Holm

Publication date: 13 February 2011

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2010.06.026

zbMATH Keywords

parameter estimation; bootstrapping; asymptotic standard errors

Mathematics Subject Classification ID

62F40: Bootstrap, jackknife and other resampling methods

93E24: Least squares and related methods for stochastic control systems