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Avtomatika i Telemekhanika, 1987, Issue 7, Pages 91–102
(Mi at4475)
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Stochastic Systems
Choice of an evaluation algorithm using samples of limited size
A. I. Mikhal'skii Moscow
Abstract:
The algorithm whereby the quality of an estimate obtained from an independent sample of limited size is chosen using the same sample. The algorithm performance is evaluated by four methods: estimating the actual average risk, estimating the forecasting performance, and parametric and nonparametric estimates of the men risk. The results are reported of experimental comparison of algorithms optimal in terms of every kind of estimate.
Received: 20.02.1986
Citation:
A. I. Mikhal'skii, “Choice of an evaluation algorithm using samples of limited size”, Avtomat. i Telemekh., 1987, no. 7, 91–102
Linking options:
https://www.mathnet.ru/eng/at4475 https://www.mathnet.ru/eng/at/y1987/i7/p91
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Statistics & downloads: |
Abstract page: | 165 | Full-text PDF : | 69 | First page: | 2 |
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