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Testing estimator's credibility - Part I: Tests for MSE

  • University of New Orleans

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

5 Scopus citations

Abstract

Most estimators and filters provide assessments of their own estimation error, often in the form of mean-square error. Are these self-assessments trustable? What is the degree to which they are trustable? This is Part I of a two-part series that provides answers to some of these questions, referred to as the credibility of the estimators. It formulates the concept of credibility, proposes tests for MSE-credibility, and discusses their superiority to the existing test. Numerical examples are provided to illustrate the utility and effectiveness of the proposed tests and the drawbacks of the existing test.

Original languageEnglish
Title of host publication2006 9th International Conference on Information Fusion, FUSION
PublisherIEEE Computer Society
ISBN (Print)1424409535, 9781424409532
DOIs
StatePublished - 2006
Externally publishedYes
Event9th International Conference on Information Fusion, FUSION 2006 - Florence, Italy
Duration: 10 Jul 200613 Jul 2006

Publication series

Name2006 9th International Conference on Information Fusion, FUSION

Conference

Conference9th International Conference on Information Fusion, FUSION 2006
Country/TerritoryItaly
CityFlorence
Period10/07/0613/07/06

Keywords

  • Credibility
  • Estimation
  • Performance evaluation
  • Statistical test

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