Linear Model Selection by Cross-Validation

DOI10.2307/2290328zbMath0773.62051OpenAlexW4234107176MaRDI QIDQ5288906

Jun Shao

Publication date: 28 October 1993

Full work available at URL: https://doi.org/10.2307/2290328

zbMATH Keywords

algorithmsconsistencyMonte Carloprediction errormodel selectionlinear modelssimulation studyinconsistencymodel assessmentdata splittingbalanced incomplete methodbest predictive abilityCV(n)-methodsleave-one-out cross-validation method

Mathematics Subject Classification ID

Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99)

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