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Gradient Estimation using Lagrange Interpolation Polynomials
Brekelmans, Ruud; Den Hertog, Dick; Hamers, H.J.M.; … - Tilburg University, Center for Economic Research - 2003
that the mean squared error is of order N-1+ 1 2d if we replicate the Lagrange estimation procedure N times and use 2d …
Persistent link: https://www.econbiz.de/10011091798