A proof of the Gamma test

Dafydd Evans, Antonia J. Jones

Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2002 · 160 citations · 9 references

Concepts

Abstract

From a data set of input--output vectors the Gamma test estimates the variance of the noise on an output modulo any smooth model with bounded partial derivatives. We present a proof of the Gamma test under fairly weak hypotheses.

References

9