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
Computer scienceEconometricsStatisticsMathematics
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Publication Info
- Year
- 1974
- Type
- article
- Volume
- 36
- Issue
- 2
- Pages
- 111-133
- Citations
- 10037
- Access
- Closed
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Cite This
M. Stone
(1974).
Cross-Validatory Choice and Assessment of Statistical Predictions.
Journal of the Royal Statistical Society Series B (Statistical Methodology)
, 36
(2)
, 111-133.
https://doi.org/10.1111/j.2517-6161.1974.tb00994.x
Identifiers
- DOI
- 10.1111/j.2517-6161.1974.tb00994.x