A third order asymptotic comparison of least squares, jack-knifing and cross-validation for error variance estimation in nonlinear regression
作者:
S. Zwanzig,
期刊:
Statistics
(Taylor Available online 1985)
卷期:
Volume 16,
issue 1
页码: 47-54
ISSN:0233-1888
年代: 1985
DOI:10.1080/02331888508801824
出版商: Akademie-Verlag
关键词: Variance estimation;nonlinear regression;cross-validation;jackknifing;last squares
数据来源: Taylor
摘要:
The residual sum of squares, the jackknifed residual sum and the cross-valida-tory assessment are considered as estimators of the error variance in the nonlinear regression model. On the basis of their asymptotic expansions a third order asymptotic comparison is performed with respect to the median bias and the probability of concentration around the true value. In this sense least squares and jackknifing turn out to be preferably against cross-validation.
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