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  • Häggström, Jenny, 1980-, et al. (author)
  • Estimating prediction error : cross-validation vs. accumulated prediction error
  • 2010
  • In: Communications in statistics. Simulation and computation. - : Informa plc.. - 0361-0918 .- 1532-4141. ; 39:5, s. 880-898
  • Journal article (peer-reviewed)abstract
    • We study the validation of prediction rules such as regression models and classification algorithms through two out-of-sample strategies, cross-validation and accumulated prediction error. We use the framework of Efron (1983) where measures of prediction errors are defined as sample averages of expected errors and show through exact finite sample calculations that cross-validation and accumulated prediction error yield different smoothing parameter choices in nonparametric regression. The difference in choice does not vanish as sample size increases.
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Type of publication
journal article (1)
Type of content
peer-reviewed (1)
Author/Editor
Häggström, Jenny, 19 ... (1)
de Luna, Xavier, 196 ... (1)
University
Umeå University (1)
Language
English (1)
Research subject (UKÄ/SCB)
Natural sciences (1)
Year
2010 (1)

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