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Cross-Validatory Choice and Assessment of Statistical Predictions

M. Stone

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.

Advanced Statistical Methods and ModelsComputer scienceEconometricsStatisticsMathematics
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References
Bayes Estimates for the Linear Model
Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1972 · 2,025 citations
Optimal Statistical Decisions.
Journal of the American Statistical Association · 1972 · 3,492 citations
A predictive approach to the random effect model
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