Estimating Prediction Error: Cross-Validation vs. Accumulated Prediction Error

DOI10.1080/03610911003650409zbMath1192.62116OpenAlexW2093074476MaRDI QIDQ3577214

Xavier de Luna, Jenny Häggström

Publication date: 5 August 2010

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610911003650409

zbMATH Keywords

tableslocal polynomial regressionnonparametric regressionsmoothing parameterout-of-sample validation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items (1)

Logical and test consistency in pairwise multiple comparisons

Uses Software

• R

Cites Work

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• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
• Cross‐validation and non‐parametric k nearest‐neighbour estimation
• Asymptotics for and against cross-validation
• Local Polynomial Variance-Function Estimation
• Semiparametric Regression
• Choosing a Model Selection Strategy
• The Estimation of Prediction Error
• A new look at the statistical model identification

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