Statistics Point estimation Concept
Mean squared error
Summary
The mean squared error of an estimator is the expected squared distance between the estimator and the true value. It combines the variance and the bias of the estimator. The node mean squared error gives the precise definition.
Where this leads
7 pages build on this one.
Further reading
- Web https://en.wikipedia.org/wiki/Mean_squared_error, lead section
About this page
| Tag | 05NZ1HHQMV |
|---|---|
| URI | m2://05NZ1HHQMV |
| Aliases | mse, mean-square-error |
| Kind | concept |
| Writing | W0 stub |
| MSC | 62F10 |
| Same as |
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What links here
Definitions
Used by
- Stein's unbiased risk estimate
- Kriging
- Multilevel Monte Carlo method
- Risk function
- Rao–Blackwell theorem