Consider adding robust measures of absolute performance, such as a version of bias based on a X%-trimmed mean. There is an analytic expression for the MCSE of the trimmed mean. For SE/Var/MSE/RMSE, maybe use Rosseeuw's Qn measure of scale, although not sure how to get MCSE.
Consider adding robust measures of absolute performance, such as a version of bias based on a X%-trimmed mean. There is an analytic expression for the MCSE of the trimmed mean. For SE/Var/MSE/RMSE, maybe use Rosseeuw's Qn measure of scale, although not sure how to get MCSE.