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Minimum mean squared error

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Minimum mean-square error (MMSE) relates to an estimator having estimates with the minimum mean squared error possible. MMSE estimators are commonly described as optimal.

[edit] External links

  • Prediction and Improved Estimation in Linear Models. by J. Bibby, H. Toutenburg (Wiley, 1977) - this book looks almost exclusively at minimum mean-square error estimation and inference.
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