Estimation of prediction error by using \(K\)-fold cross-validation

DOI10.1007/s11222-009-9153-8zbMath1254.62099OpenAlexW2085281262MaRDI QIDQ692962

Tadayoshi Fushiki

Publication date: 6 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-009-9153-8

zbMATH Keywords

bias correctionlarge data sets

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric estimation (62G05)

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Uses Software

• bootlib

Cites Work

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• Asymptotic Statistics
• Linear Model Selection by Cross-Validation
• The Estimation of Prediction Error
• The elements of statistical learning. Data mining, inference, and prediction

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