Estimating Prediction Error: Cross-Validation vs. Accumulated Prediction Error
نویسندگان
چکیده
منابع مشابه
The Estimation of Prediction Error: Covariance Penalties and Cross-Validation
Having constructed a data-based estimation rule, perhaps a logistic regression or a classification tree, the statistician would like to know its performance as a predictor of future cases. There are two main theories concerning prediction error: (1) penalty methods such as Cp, Akaike’s information criterion, and Stein’s unbiased risk estimate that depend on the covariance between data points an...
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ژورنال
عنوان ژورنال: Communications in Statistics - Simulation and Computation
سال: 2010
ISSN: 0361-0918,1532-4141
DOI: 10.1080/03610911003650409