Noise characteristics impact on estimation accuracy and bounds
| Dim. B | Cond(B) | Noise level | MSE risk | Est. err | Upper bnd | Lower bnd |
|---|---|---|---|---|---|---|
| (2, 2) | 2.13 | 0.1 | 0.342 | 0.348 | 0.029 | 5.28 × 10–4 |
| (2, 3) | 5.26 | 0.1 | 0.402 | 0.335 | 0.072 | 4.85 × 10–4 |
| (2, 2) | 7170.76 | 0.1 | 0.191 | 0.054 | 23.617 | 4.77 × 10–4 |
| (2, 3) | 6521.42 | 0.1 | 0.535 | 0.215 | 21.717 | 4.78 × 10–4 |
| (2, 2) | 2.13 | 1.0 | 0.205 | 0.316 | 0.029 | 5.28 × 10–4 |
| (2, 3) | 5.26 | 1.0 | 0.509 | 0.078 | 0.072 | 4.85 × 10–4 |
| (2, 2) | 7170.76 | 1.0 | 0.755 | 2.203 | 23.617 | 4.77 × 10–4 |
| (2, 3) | 6521.42 | 1.0 | 1.111 | 0.029 | 21.717 | 4.78 × 10–4 |
| Dim. B | Cond(B) | Noise level | MSE risk | Est. err | Upper bnd | Lower bnd |
|---|---|---|---|---|---|---|
| (2, 2) | 2.13 | 0.1 | 0.342 | 0.348 | 0.029 | 5.28 × 10–4 |
| (2, 3) | 5.26 | 0.1 | 0.402 | 0.335 | 0.072 | 4.85 × 10–4 |
| (2, 2) | 7170.76 | 0.1 | 0.191 | 0.054 | 23.617 | 4.77 × 10–4 |
| (2, 3) | 6521.42 | 0.1 | 0.535 | 0.215 | 21.717 | 4.78 × 10–4 |
| (2, 2) | 2.13 | 1.0 | 0.205 | 0.316 | 0.029 | 5.28 × 10–4 |
| (2, 3) | 5.26 | 1.0 | 0.509 | 0.078 | 0.072 | 4.85 × 10–4 |
| (2, 2) | 7170.76 | 1.0 | 0.755 | 2.203 | 23.617 | 4.77 × 10–4 |
| (2, 3) | 6521.42 | 1.0 | 1.111 | 0.029 | 21.717 | 4.78 × 10–4 |
Source(s): Table by authors