Asymptotic optimality of full cross-validation for selecting linear regression models

Statistics and Probability Letters

Volumn 44, Issue 4, 1999, Pages 351-357

  Droge, Bernd ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Asymptotic optimality; Cross validation; Full cross validation; Model selection; Prediction

Indexed keywords

EID: 0033211663     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(99)00026-7     Document Type: Article

References (14)

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