线性模型选择中广义交叉验证准则的一个注记

A Note on the Generalised Cross-Validation Criterion in Linear Model Selection

Biometrika · 1995
被引 0
ABS 4

中文导读

从坐标无关的角度推导出一个新的广义交叉验证准则,它包含了普通交叉验证和现有广义交叉验证准则作为特例。

Abstract

Cross-validation criteria in linear model selection are approached from a coordinate free point of view. A new generalised cross-validation criterion is derived and shown to contain the ordinary and the existing generalised cross-validation criteria as special cases.

计量经济学模型选择交叉验证线性模型统计学