Model evaluation based on the sampling distribution of estimated absolute prediction error

DOI10.1093/biomet/asm036zbMath1132.62054OpenAlexW2034442655MaRDI QIDQ5449353

L. Tian, Els Goetghebeur, L. J. Wei, Tianxi Cai

Publication date: 11 March 2008

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asm036

zbMATH Keywords

prediction bootstrap model selection variable selection AIDS clinical trials perturbation-resampling \(K\)-fold crossvalidation 0.632 bootstrap ACTG 320

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Linear inference, regression (62J99) Bootstrap, jackknife and other resampling methods (62F40) Estimation in survival analysis and censored data (62N02)

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