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Sign-Perturbed Sums: A New System Identification Approach for Constructing Exact Non-Asymptotic Confidence Regions in Linear Regression Models

Balázs Csanád Csáji, Marco C. Campi, Erik Weyer. Sign-Perturbed Sums: A New System Identification Approach for Constructing Exact Non-Asymptotic Confidence Regions in Linear Regression Models. IEEE Transactions on Signal Processing, 63(1):169-181, 2015. [doi]

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