A proof of the Gamma test
作者： Dafydd Evans , Antonia J. Jones
关键词: Bounded function 、 Applied mathematics 、 Point process 、 Nonlinear modelling 、 Noise 、 Partial derivative 、 Test (assessment) 、 Variance (accounting) 、 Statistics 、 Modulo 、 Mathematics
摘要: From a dataset of input–output vectors, the Gamma test estimates variance noise on an output modulo any smooth model with bounded partial derivatives. We present proof under fairly weak hypotheses.
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