Abstract:

Analyzing the performance of estimators is a typical task in signal processing. Two fundamental performance measures in the aspect of accuracy are bias and mean square error (MSE). In this presentation, we revisit a simple technique to produce the bias and MSE of an estimator that minimizes or maximizes an unconstrained differentiable cost function over a continuous space of the parameter vector under the small error conditions. This presentation is a companion work of: H. C. So, Y. T. Chan, K. C. Ho and Y. Chen, "Simple formulas for bias and mean square error computation," IEEE Signal Processing Magazine, vol. 30, no. 4, pp. 162-165, July 2013.

## compute_bias_mse.pdf

compute_bias_mse.pdf (1092)

Media Folder:

### Paper Details

- Authors:
- Submitted On:
- 23 February 2016 - 1:43pm
- Short Link:
- Type:
- Presentation Slides

### Keywords

### Subscribe

[1] ,
"How to Derive Bias and Mean Square Error for an Estimator?",
IEEE SigPort,
2015. [Online]. Available: http://sigport.org/194. Accessed: Nov. 22, 2019.

@article{194-15,

url = {http://sigport.org/194},

author = { },

publisher = {IEEE SigPort},

title = {How to Derive Bias and Mean Square Error for an Estimator?},

year = {2015} }

url = {http://sigport.org/194},

author = { },

publisher = {IEEE SigPort},

title = {How to Derive Bias and Mean Square Error for an Estimator?},

year = {2015} }

TY - EJOUR

T1 - How to Derive Bias and Mean Square Error for an Estimator?

AU -

PY - 2015

PB - IEEE SigPort

UR - http://sigport.org/194

ER -

T1 - How to Derive Bias and Mean Square Error for an Estimator?

AU -

PY - 2015

PB - IEEE SigPort

UR - http://sigport.org/194

ER -

.
(2015).
How to Derive Bias and Mean Square Error for an Estimator?.
IEEE SigPort.
http://sigport.org/194

,
2015.
How to Derive Bias and Mean Square Error for an Estimator?.
Available at:
http://sigport.org/194.

.
(2015).
"How to Derive Bias and Mean Square Error for an Estimator?."
Web.

1. .
How to Derive Bias and Mean Square Error for an Estimator? [Internet].
IEEE SigPort; 2015.
Available from :
http://sigport.org/194