Sentences with phrase «estimation error»

It's hard for almost everyone, even trained researchers, to appreciate how much the apparent differences between programs are due to random estimation error.

These differences are also almost impossible to estimate with any reliability, as estimation errors will often be larger than the differences researchers are trying to estimate.

Was each estimate of the power of the value effect subject to its own estimation error, overlooked by much of the quant community at their peril?

In addition to applying advanced statistical techniques, 7 asset managers and index providers often mitigate estimation errors — and address other minimum - variance implementation issues — by imposing constraints on the optimization process.

Five - Year Forecasts We summarize the valuation ratios, historical returns, historical returns net of valuation changes, and expected returns along with estimation errors for the most popular factors and strategies in Table 2.

Graham's margin of safety, the difference between a stock's price and its intrinsic value, provides you cushion against estimation errors.

Since the trend diverges a bit from the data in earlier years and the «system» was possibly a little different then (e.g. higher estimation errors), I'm going to model just a recent noise sample — since 1970.

Despite the dual - camera setup, the Gionee's results in bokeh mode are poor, with very noticeable artifacts and depth estimation errors.

To highlight the role of random error, we calculated the «null distribution,» or what the distribution of program rankings would look like if all the programs were actually identical and nothing but random estimation error were present.

The estimates hewed very close to the null distribution, suggesting that little but estimation error was present.

Estimation error will dampen the effect of any effort to retain effective teachers, since some of those identified as «effective» will not be, and some of those who were deemed «ineffective» will be unfairly categorized.

We have only imperfect measures of teachers» effectiveness and, with one year of data, the variance in the estimation error can be as large as the variance in underlying teacher effects.

Model parameters were estimated using a finite amount of data and are therefore subject to estimation error.

They chose principal component analysis (PCA) to overcome the estimation errors inherent in sample covariance matrices.

The proposed scheme uses the channel estimation matrix for detection and treats the interference caused by channel estimation errors and additive white Gaussian noise as equivalent noise where the channel estimation matrix and the statistical characteristic of channel estimation errors are necessitated.

A similar portfolio, designed to tolerate human factors and estimation errors, has a 4.13 % 30 - Year Safe Withdrawal Rate at today's valuations.

The volumes produced are less than the estimation errors in natural flows, and it is know that individual CO2 molecules do not survive longer than 8 - 10 years in the atmosphere.

The other term is the variance of the estimation error in the regression parameters, and this varies in magnitude depending on the values of the proxies and also the degree of autocorrelation in the errors.