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Concept
Mean Integrated Squared Error
Mean Integrated Squared Error
(MISE) is a measure used to evaluate the
accuracy of an estimator
by averaging the
squared differences
between the estimated and
true functions
over a domain. It is particularly useful in
non-parametric statistics
, where it helps in assessing the
performance of estimators
like
kernel density estimators
and
regression function estimators
.
Relevant Degrees
Probability and Statistics 70%
Computational Mathematics 30%
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