Cross-Validatory Choice and Assessment of Statistical Predictions
Journal of the Royal Statistical Society Series B (Statistical Methodology)Published 1 January 1974
M. Stone
Citations10,527
SJR quartileQ1
SJR score3.31
SNIP2.48
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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.
Keywords
Mathematics
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