A note on estimating the msep in nonlinear regression

1 January 1987

journal article
research article
Published by Taylor & Francis in Statistics

Vol. 18 (4) , 499-520
https://doi.org/10.1080/02331888708802047

Abstract

We consider the problem of estimating the mean squared error of prediction in the nonlinear regression case using the bootstrap and cross–validation approach.Emphasis is put on numerical economy in calculating the different estimates. For comparison,alterative proposals known from the literature are briefly discussed.Our in vestigation lead to the recommendation of some variants of bootstrap estimates.

Keywords

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