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

作者：Bradley Efron, Gail Gong · 发表于：The American Statistician · 年份：1983 · DOI：10.1080/00031305.1983.10483087 · 被引用次数：2980 · 研究领域：Advanced Statistical Methods and Models、Statistical Methods and Inference、Statistical Methods and Bayesian Inference

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