On the estimation of prediction errors in logistic regression models

DOI10.1080/03610929408831422MaRDI QIDQ4843651zbMATH OpenOpenAlexFDO

Authors Ping Zhang

Publication date 17 August 1995

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929408831422

zbMATH Keywords

conditional prediction errorcorrelationmaximum likelihoodrandomized prediction rule

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
• How Biased is the Apparent Error Rate of a Prediction Rule?
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• scientific article; zbMATH DE number 4088698 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• On the estimation of prediction errors in linear regression models
• Statistical decision theory and Bayesian analysis. 2nd ed
• The negative correlations between data-determined bandwidths and the optimal bandwidth

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(14)

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• A logistic regression point of view toward loss given default distribution estimation
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• Prediction, estimation, and attribution
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• An application of logistic regression in estimation and prediction
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