Cross-Validatory Choice and Assessment of Statistical Predictions
M. Stone
Journal of the Royal Statistical Society. Series B (Methodological)1/1/1974·DOI·Read paper
Abstract
A generalized form of the cross-validation criterion is applied to the choice and assessment of prediction using the data-analytic concept of a prescription. The examples used to illustrate the application are drawn from the problem areas of univariate estimation, linear regression and analysis of variance.
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