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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 (Tue,) studied this question.
www.synapsesocial.com/papers/69cbcb4196b2287359468d5e — DOI: https://doi.org/10.1111/j.2517-6161.1974.tb00994.x
M. Stone
Journal of the Royal Statistical Society Series B (Statistical Methodology)
University College London
UCL Australia
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