Methodological analysis demonstrates a generalized cross-validation criterion across multiple modeling domains, highlighting a systematic approach to prediction assessment.
Summary A generalized form of the cross-validation criterion is applied to the choice and assessment of prediction using the data-analytic concept of a prescription. The examples used to illustrate the application are drawn from the problem areas of univariate estimation, linear regression and analysis of variance.
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M. Stone (1974) studied this question.
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