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Mean Integrated Squared Error Sampling
Journal of the American Statistical Association, 1986Abstract Stratified sampling is considered, where (a) the mean integrated squared error (MISE) metric is used in place of the mean squared error (MSE) metric; (b) the entire distribution [i.e., f(x)], rather than a property of the distribution [e.g., E(x)], is used as a target of the procedure; (c) the distribution f(x) is estimated by a truncated ...
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Root mean square error or mean absolute error? Use their ratio as well
Information Sciences, 2022exaly

