A Coverage Theory for Least Squares
本文为最小二乘估计提出覆盖理论，通过修改经验成本构造统计量，以已知概率覆盖总体中未见成员的成本，结果分布自由，适用于多领域的最小二乘问题。
Summary A sensible use of an estimation method requires that assessment criteria for the quality of the estimate be available. We present a coverage theory for the least squares estimate. By suitably modifying the empirical costs, one constructs statistics that are guaranteed to cover with known probability the cost associated with a next, still unseen, member of the population. All results of this paper are distribution free and can be applied to least squares problems in use across a variety of fields.