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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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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

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