Cross-Validation and U-Statistics
- Author(s):
- Haberman, Shelby J.
- Publication Year:
- 2019
- Report Number:
- RR-19-27
- Source:
- ETS Research Report
- Document Type:
- Report
- Page Count:
- 11
- Subject/Key Words:
- Cross-Validation, Resampling (Statistics), Variance Estimation, Jackknifing, Prediction, Mean-Squared Error
Abstract
Cross‐validation is a common statistical procedure applied to problems that are otherwise computationally intractable. It is often employed to assess the effectiveness of prediction procedures. In this report, cross‐validation is discussed in terms of U‐statistics. This approach permits consideration of the statistical properties of cross‐validation as an approach to assessment of prediction accuracy.
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- https://doi.org/10.1002/ets2.12263