Cross-Validatory Choice and Assessment of Statistical Predictions

M. Stone

Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1974 · 10.2K citations · 45 references

Concepts

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.

References

45