In the literature, there are basically two kinds of resampling methods for least squares estimation in linear models; the E-type (the efficient ones like the classical bootstrap), which is more efficient when error variables are homogeneous, and the R-type (the robust ones like the jackknife), which
โฆ LIBER โฆ
On resampling and uncertainty estimation in Linear System Identification
โ Scribed by Simone Garatti; Robert R. Bitmead
- Publisher
- Elsevier Science
- Year
- 2010
- Tongue
- English
- Weight
- 946 KB
- Volume
- 46
- Category
- Article
- ISSN
- 0005-1098
No coin nor oath required. For personal study only.
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