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Non-parametric bootstrap mean squared error estimation for M-quantile estimators of small area averages, quantiles and poverty indicators.
Stefano Marchetti
Nikos Tzavidis
Monica Pratesi
Published in:
Comput. Stat. Data Anal. (2012)
Keyphrases
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error estimation
error estimates
model selection
cross validation
confidence intervals
fixed size
hypothesis tests
small number
sliding window
information and communication technologies
generalization error
developing countries
gaussian processes
central limit theorem
feature extraction
error criterion