A Leisurely Look at the Bootstrap, the Jackknife, and Cross-Validation

作者: Bradley Efron , Gail Gong

DOI: 10.1080/00031305.1983.10483087

关键词: StatisticsEconometricsMathematical proofNonparametric statisticsJackknife resamplingCross-validationMathematicsWord error rateStandard errorEstimatorStatistician

摘要: Abstract This is an invited expository article for The American Statistician. It reviews the nonparametric estimation of statistical error, mainly bias and standard error estimator, or rate a prediction rule. presentation written at relaxed mathematical level, omitting most proofs, regularity conditions, technical details.

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