Cross-validation using the t statistic

DOI10.1016/0377-2217(83)90074-7zbMath0505.62053OpenAlexW2058824221MaRDI QIDQ1836455

Jack P. C. Kleijnen

Publication date: 1983

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/ws/files/1140985/KJPC5608597.pdf

zbMATH Keywords

cross-validationStudent t statisticBonferroni approachmodel forecast

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items (4)

Combining regression diagnostics with simulation metamodels ⋮ Estimating and Validating Nonlinear Regression Metamodels in Simulation ⋮ Statistical Tests for Cross-Validation of Kriging Models ⋮ Review of random and group-screening designs

Cites Work

• Generalization of simulation results. Practicality of statistical methods
• Small-sample behavior of weighted least squares in experimental design applications
• Regression Analysis for Simulation Practitioners
• Comparisons of some tests for validation of stochastic simulation models
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• Ethical issues in modeling: Some reflections
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