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Estimation of the signal-to-noise in the linear regression model

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Abstract

In the present paper estimators of the signal-to-noise are given. A simulation study is conducted in order to see how the proposed estimators perform relative to the naive estimator by way of scalar risk comparison. The results favour our suggested estimators.

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Wencheko, E. Estimation of the signal-to-noise in the linear regression model. Statistical Papers 41, 327–343 (2000). https://doi.org/10.1007/BF02925926

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  • DOI: https://doi.org/10.1007/BF02925926

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