A Proof of the Gamma Test

Jones, Antonia Jane and Evans, Dafydd 2002. A Proof of the Gamma Test. Proceedings of The Royal Society A: Mathematical Physical and Engineering Sciences 458 (2027) , pp. 2759-2799. 10.1098/rspa.2002.1010

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Abstract

From a dataset of input–output vectors, the Gamma test estimates the variance of the noise on an output modulo any smooth model with bounded partial derivatives. We present a proof of the Gamma test under fairly weak hypotheses.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Computer Science & Informatics
ISSN:	14712946
Last Modified:	04 Jun 2017 01:42
URI:	https://orca.cardiff.ac.uk/id/eprint/1832

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