Cross-Validatory Choice and Assessment of Statistical Predictions

197410,294 citationsJournal Article

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Abstract

Summary 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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Advanced Statistical Methods and Models

Publication Details

Published in: Journal of the Royal Statistical Society Series B (Statistical Methodology)

Volume 36, Issue 2, pp. 111-133

DOI: 10.1111/j.2517-6161.1974.tb00994.x

Field-Weighted Citation Impact: 17.02

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Cross-Validatory Choice and Assessment of Statistical Predictions

Authors

Abstract

Topics & Keywords

Publication Details