Using the bootstrap to estimate the variance in the case of undermodeling

DOI10.1109/9.983387MaRDI QIDQ5267270zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Fredrik Tjärnström, Lennart Ljung

Publication date 20 June 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.983387

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Variable structure systems (93B12)

Recommendations

• Estimating model variance in the case of undermodeling
• Bootstrap variance and bias estimation in linear models
• scientific article; zbMATH DE number 865685
• Bootstrap variance estimation with survey data when estimating model parameters
• scientific article; zbMATH DE number 3998973
• Statistical bootstrapping methods in VaR calculation
• scientific article; zbMATH DE number 1139831

Cited in

(9)

• Uncertainty of transfer function modelling using prior estimated noise models
• The nonasymptotic confidence set for parameters of a linear control object under an arbitrary external disturbance
• Validity of the standard cross-correlation test for model structure validation
• Guaranteed non-asymptotic confidence regions in system identification
• On‐line instrumental variable‐based feedforward tuning for non‐resetting motion tasks
• Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
• Non-asymptotic quality assessment of generalised FIR models with periodic inputs
• On resampling and uncertainty estimation in linear system identification
• Bayesian system identification via Markov chain Monte Carlo techniques

This page was built for publication: Using the bootstrap to estimate the variance in the case of undermodeling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5267270)