Sign-Perturbed Sums: A New System Identification Approach for Constructing Exact Non-Asymptotic Confidence Regions in Linear Regression Models
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Publication:4579668
DOI10.1109/TSP.2014.2369000zbMath1394.94141arXiv1807.08216MaRDI QIDQ4579668
Balázs Csanád Csáji, Marco C. Campi, Erik Weyer
Publication date: 22 August 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.08216
Linear regression; mixed models (62J05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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