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Mean Integrated Squared Error Sampling

Journal of the American Statistical Association, 1986
Abstract 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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Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization

Mathematics of Operations Research, 2023
Viet Anh Nguyen, Soroosh Shafiee
exaly  

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