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A note on estimating the msep in nonlinear regression

 

作者: BERND Droge,  

 

期刊: Statistics  （Taylor Available online 1987）
卷期: Volume 18, issue 4  

页码: 499-520

 

ISSN:0233-1888

 

年代: 1987

 

DOI:10.1080/02331888708802047

 

出版商: Akademie-Verlag

 

关键词: Primary 62 G 05,62 J 02;secondary 62 J 05;bootstrap;cross–validation;selection of regression models

 

数据来源: Taylor

 

摘要:

We consider the problem of estimating the mean squared error of prediction in the nonlinear regression case using the bootstrap and cross–validation approach.Emphasis is put on numerical economy in calculating the different estimates. For comparison,alterative proposals known from the literature are briefly discussed.Our in vestigation lead to the recommendation of some variants of bootstrap estimates.

 

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