DOI: 10.1111/j.2517-6161.1974.tb00994.x ISSN:
Cross‐Validatory Choice and Assessment of Statistical Predictions
M. Stone- Statistics and Probability
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.