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Sign-Perturbed Sums: A New System Identification Approach for Constructing Exact Non-Asymptotic Confidence Regions in Linear Regression Models.

Balázs Csanád CsájiMarco C. CampiErik Weyer
Published in: IEEE Trans. Signal Process. (2015)
Keyphrases
  • linear regression models
  • regression analysis
  • least squares
  • random variables
  • regression trees
  • interval valued data
  • worst case
  • linear regression model
  • computer vision
  • high dimensional