Bootstrap and cross-validation estimates of the prediction error for linear regression models (Q761734): Difference between revisions
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Revision as of 02:08, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap and cross-validation estimates of the prediction error for linear regression models |
scientific article |
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Bootstrap and cross-validation estimates of the prediction error for linear regression models (English)
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1984
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The authors provide additional insight into the behaviour of bootstrap estimators of the prediction error for linear regression models with normally distributed observations. A main result is that the bias corrected bootstrap estimator is best unbiased and should be the first choice.
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model selection
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cross-validation
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estimators of the prediction error
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normally distributed observations
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bias corrected bootstrap estimator
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