https://www.econstor.eu/handle/10419/77276
EconStor: Scalar mean square error optimal linear combination of multivariate forecasts
EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW.
mean square errorlinear combinationeconstorscalar
https://openreview.net/forum?id=D9_PKXerWXZQ&referrer=%5Bthe%20profile%20of%20Soroosh%20Shafiee%5D(%2Fprofile%3Fid%3D~Soroosh_Shafiee1)
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust...
We introduce a distributionally robust minimium mean square error estimation model with a Wasserstein ambiguity set to recover an unknown signal from a noisy...
mean square error
https://www.easychair.org/publications/keyword/d7qF
Keyword: Root Mean Square Error (RMSE)
root mean square errorkeywordrmse
https://www.easychair.org/publications/keyword/CZRC
Keyword: Mean Square Error
mean squarekeyworderror
https://easychair.org/publications/keyword/mzJb
Keyword: Root Mean Square Error
root mean squarekeyworderror
https://www.mathworks.com/help/risk/risk.credit.lgd.regression.modelcalibration.html
modelCalibration - Compute R-square, RMSE, correlation, and sample mean error of predicted and...
This MATLAB function computes the R-square, root mean square error (RMSE), correlation, and sample mean error of observed vs.
r square