Algorithm to estimate the approximation accuracy of an empirical dependence

zbMath0625.62059MaRDI QIDQ579807

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)

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