Large sample properties of cross-validation assessment statistics (Q1094026)
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scientific article; zbMATH DE number 4024509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large sample properties of cross-validation assessment statistics |
scientific article; zbMATH DE number 4024509 |
Statements
Large sample properties of cross-validation assessment statistics (English)
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1986
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Asymptotic properties are developed for two classes of cross-validation assessment statistics. The two correspond to a large number of small partition sets and a small number of large partition sets. Conditions implying weak convergence, strong convergence, and asymptotic normality are presented for each class. A discriminant analysis misclassification estimator and a regression analysis estimator of absolute error are used to illustrate the general theory.
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U-statistics
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consistency
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cross-validation assessment statistics
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large number of small partition sets
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small number of large partition sets
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weak convergence
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strong convergence
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asymptotic normality
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discriminant analysis misclassification estimator
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regression analysis estimator of absolute error
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